I'm also a newbie here, with a son a bit older than your DD (4). He is also intensely sensitive to "scary" parts of kids' movies - we've never been able to watch one yet, even what you would think would be the mildest...

In terms of preschools, are there any Reggio Emilia based ones on your area? That has been tremendously successful for my son. It's an "emergent curriculum," which means the teachers respond to questions and interests from the group of children in designing the day to day activities. Math and literacy skills are taught, but through being incorporated into a genuine inquiry or activity of a different kind (e.g, students may measure the vegetables they have planted and record their growth from week to week, or they may use emergent writing skills to make captions for photos they take on their woods walks, etc). Two of my son's "obsessions" have ended up becoming full-scale curricular threads that lasted several weeks each. And there is lots and lots of outside time and free play. So...we've been very lucky with schooling so far.