it is hard when they are so little.
I remember the same things with my dd1, when she was a baby (she is 7 soon - how did that happen
)
the thing to remember is that people do mean well. they will have heard about bonding/importance of play/whatever, and are trying to help by suggesting it.
it doesn't help.
but they have not been where you are.
well done you on noticing things so early, and getting referrals in place etc. you are obviosly doing things right, as your daughter is happy and progressing well.
all toddlers have a clingy/unsetled phase. does your sister have children herself? how are relations generally with your family? before children? would you be able to tell them, calmly, how you feel when they say these things? what they are meaning to say, and how you are hearing it, may be 2 very different things (I do NOT mean you are being oversensitive - goes back to the bit I said about they have never been in your position) - you need to train them up in how to communicate effectively 
on the groups front - if you are finding them too hard, don't go. they are a hotbed of competitive parenting at the best of times, and if you are finding that difficult to deal with, then don't.
I did carry ongoing (to one, plus tumbletots) because dd1 enjoyed it. and because some weeks, it was the only way we got out of the house. I tried a couple of others, but they were horrific.
you skin will thicken over time (sadly) - the toddler/pre-school years are the hardest, ime. (I used ot read that on here back when my dd1 was 15/16 months, and think I was just being placated. but I have found it to be true - whether because my skin has got thicker/i have come to terms with more I don't know)