There are a lot of issues to deal with there!!

I think the most concerning thing would be the comment about wanting a different face. frown
I am not sure if feelings like wanting to be VERY different are normal for 4 year olds, but perhaps for gifted 4/5's this is more common. We have a just-turned-5 dd who very often wants to dress completely like a boy (down to complaining about not having the right body parts). I usually am ok with this, but it is frustrating because,
1. I want her to be happy with herself!!!
2. she takes it to a real extreme, to the point of being unable to do anything until her outfit is as-envisioned.
3. she doesn't have that many boy clothes, so getting dressed becomes a real crap-shoot. (just has a few things from her older brother).
4. the last few days she's decided she wants to cut her hair super short, like a boy. I have worn my hair that way myself, and am not particularly feminine in my own dressing, but I just think the super short hair would create more negative attention rather than less (if that is the issue ) I am going to allow pretty short, but not extremely short.
5., her dad is not very relaxed about the whole thing, though he is *trying*.

I asked her teacher about it, I thought kids in the class might be making fun of her when she dresses girly (there is at least 1 boy in the class who clashes with her, despite her attempts at being friendly). The teacher did not think this was a factor (to my surprise), and said it was normal and to let her have her run with this as much as possible...
Wanting a completely different body is a bit scary sounding to me. frown

I have considered the possibility of counseling at some point being needed to help with all her intensities, if things don't start to mellow out!

I continue to reassure her she is an absolutely astounding person just the way she is, and she usually smiles big at this, so hopefully it will become less of a 'must-do' and more of a fun thing she does from time to time.
She does have days when *EVERYTHING* she is wearing has to be totally-girly, and I think the days are split about 50-50; these days are reassuring to me that this is not a deep seated hate of her own body, but a situational reaction, her attempt at trying to blend in.

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Sounds like the overnight was jarring for your dd, but with grandparents I wouldn't have thought it would be an issue (?) I would figure she was more scared for her brother than anything else.
By itself the bad behavior at sports does sound exactly like a bored kid...
Not to discount completely some of the more 'regular' sounding issues, but one thing to consider is the possibility that a child is 'working' the situation to avoid consequences. Do you think that is a possibility?

Very best of luck getting a handle on this!