Is the divorce relatively new? If so, perhaps its all just sinking in for her?
Maybe you could pick out a stuffed animal with her at a store together and keep it in the car and tell her its a special stuffed animal that will greet her after school on the days you pick her up. Just be sure to tell her when picking it out that its going to be her daddy pick up buddy, so she knows the purpose of it. Then carry it with you when you pick her up? --- I haven't tried this before, but just thinking maybe this would work.
Wanted to add, I did use this to get my girls to sleep in separate beds. I gave them each an old stuffed animal of mine and told them to keep very good care of it because it was one of my favorites. I even had them return them to me in the morning. It worked like a charm. Eventually...we didn't even need them.
Oh and I bought them each a stuffed animal after we had to get rid of our family pet.