Oh the poor girl! Such a hard thing for the siblings to understand. I expect the mother was so busy blaming herself that it didn't occur to her that her daughter would be doing the same.
I worried when my baby died of cot death for my two older children. It was such a hard time as being consummed in grief myself it wasn't always straighforward to know exactly how my two others were feeling, both under three and a half.
A neighbour spotted the oldest walking round and round in the garden obviously trying to process it. He was saying over and over
'There used to be three of us, me, (named the other two) that's one, two, three, but now there are two of us, me and (named the younger one). So one, two yes two of us now but there used to be three (named them all again).
He'd walk into a room and find me changing his brothers nappy and say in such a sad disappointed voice
'Oh I thought the baby had come back!'
Not having a clue what to say to him I had to say that their baby brother had gone to heaven which when you think about it is just as confusing as he couldn't understand why we couldn't go and get him back. Quite frankly neither could I, it's hard enough understanding the (probable) finality of death as an adult let alone explaining it to a child about a child anyway. Sad but easier for a grandparent or even a pet but another child not so much.
One day we drove past the local goal and he looked up at the high walls and asked, 'Oh is that where our bother is?' in a sort of relieved voice like he'd solved the big mystery.
In fact three years later we were on our way to Cornwall for a holiday and as we went by a sign for Devon he got all excited thinking that was the place his brother must be!
When he was much older we were tallking about it and he confided that he had indeed had a very hard time processing it. I know that he's always told any new friends about his baby brother that died.
I'm glad you were able to get to the bottom of that little girls distress
@Ghost In The Machine I bet she still remembers you with gratitude