I'm so sorry you're having to go through this 
We went through something similar last year, our daughter was 3 and very excited about her new sibling, she used to cuddle the bump, named him, talked about him. We got devastating news at the 20 week scan and had a TFMR the following week. Telling DD was the worst aspect of the whole process.
I would echo what people above have said, honesty is definitely the best policy as is sticking to discussing beliefs that you truly hold, by that I mean talking about angels only works if that fits in with your own spiritual beliefs.
We were very direct with DD, explaining that our baby had died, that he was not growing strong enough to survive outside Mummy's tummy and that he wasn't going to be coming home with us. She digested this very slowly, coming back with lots of questions at different time points and we tried to answer them as honestly as we could. Mostly though, she was amazingly matter of fact about it, she understood that I was sad, she brought me teddies when I was crying and talked about it with her friends (and occasionally random strangers who were usually pretty shocked to hear 'there was a baby in Mummy's tummy, but he died'). I think it also helped to give him a name (we stuck with the name she had given the bump). We also had great support from her nursery who also patiently answered DDs questions and used the same terms that we had so that she wasn't getting mixed messages. She became really really 'clingy' in the weeks after we told her and wanted to sleep in our bed, which we were happy to facilitate, this all settled down after a few weeks.
I am 39 weeks pregnant now, this time we didn't tell DD anything until after the 20 week scan and she was definitely unsure about this pregnancy initially, but is now really excited and looking forward to being a big sister. Interestingly, our little boy still comes up in conversation.
I think things are probably very different with a 6yr old, it might be worth contacting SANDS to see if they have any advice for discussing it, also, books can be a godsend. Finally, please do let her school know so that they can support her too. Kids are astonishingly resilient and she will be OK, but it will be tough initially.