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She is really craving for someone who stays under the same roof, who can be part of her imaginative pretend adventures, and relate to her. I understood as much in talking to her yesterday and I feel guilty for not being able to give her that.

I get the feeling that -- even though of course most people really do love their siblings, etc. -- your daughter might just be projecting her feelings onto the idea of a sibling. I'd gently remind her that having a sibling does not mean an automatic best friend -- even if s/he was the same age, they just might not get along or relate to each other, etc. They can still be very different and not get along. Maybe she just knows that, Well, my siblings would have to like me, Mom and Dad would make them, so I wouldn't have to worry about making friends. But instead I would remind her that friends are just as good -- and way more practical -- of a solution. She can, somewhere out there, find somebody just like her that's needing a friend, too. It's not as automatic as a sibling, but it'll happen.