I never have the urge to be part of a crowd. I have friends, but I keep them at a distance compared to those in my friendship circle. I hate being in each other's pockets, knowing each other's secrets etc.
I love spending time with my friends but I also love my own company, me time, quiet time, doing the things I want to do (being selfish I suppose) and whereas others may understandably disagree with me, having the 'need' to be in a friendship circle and being with them for the sake of being with them, feeling like it is necessary or a need, is actually makes that person needy and insecure.
Having friendships is healthy but it is unhealthy for anyone to feel that it is necessary to the point of worrying about it at the age of 4.
Friendships are very fluid in primary school, especially in the early years and friendships are still fluid into adulthood. I have friends who 'come and go'. No falling out but simply that our paths take us in different directions and contact begins to dwindle.
If you are concerned, ask your daughter to invite a friend for a playdate. Switch the friends each time so she gets to know a few which would help her form healthy social relationships with children she feels connected to.
But don't swamp her, push her or openly worry about it in front of her as it can make children feel uneasy, unsettled, anxious and they become fixated on it.
My DS is in Y1. He has had a 'best friend' since being a toddler with a boy who went to the same childminder and nursery. Then in YR they were placed in separate classes. DS also had other friends. He was still 'best buds' with the other boy but every week, he would talk a lot about different kids. Now he is in Y1, his best bud has changed, even though he plays and talks about a completely separate boy a lot! He even still plays with 'best bud number 1' everyday and had him round for tea. This week his 'best bud' has changed again.
Your DD has only been at school 8 or so weeks. She could still be finding her feet, carefully checking everyone out before she 'commits' to a friendship and the same for the other children who go to the after-school club. Children who do spend a lot of time together tend to bond quickly, but this is more out of a 'need' than a 'want' and over time they may find that the dynamics have changed and they may find other new friends.
Try not to worry. She's very young and still very, very early on in school to be worrying about friendship attachments.