Well, as a preschool teacher (who has seen some of this before), my question is simply "What's being done to correct the behavior?" That is, if this is specific to preschool/daycare, what is the teacher or provider doing when these things come up?
Biting at this age should mean exclusion for the day, a call to parents to pick up and take her home immediately and she stays alone until the parent comes.
If the teacher is asking a four year old to be present at circle, the choice is simple:you may sit and participate, or you may sit *over here* away from where she might disrupt the group. I used to have one child in my group who wasn't 'up' for participating immediately-- he was welcome to go to the library corner to look at books quietly, but by the time he was four he was expected to come to the circle unless there was a good reason. Preschool is meant to prepare children for kindergarten; there, sitting in the group is not an option. We do well to start those routines now (and to keep our instructional time very short!).
Throwing legos: she needs to check in with the other child (adults should be providing strong social coaching at this age) and then clean up the Legos before returning to play. If she refuses, she needs to sit in a chair until she's ready to comply.
At preschool, being rude to adults means sitting alone until you are ready to check in with that person and change your tone/way of talking. If a child was having a hard time with this in regard to other children, I'd find something for them to do on their own for a while. "I see you are sounding angry and need a break; you may play over here" or take them to the cozy corner (a quiet place for one child only) to work alone until they are more relaxed.
I think kids need strong caregivers/teachers with strong classroom management skills for a daycare or preschool environment to be beneficial. It would be worth it for you to stop and look in before pickups and stay a while to peek after drop-offs. Does the teacher seem to have control of the room? I'm not saying that it's entirely the teacher-- really, I'm not. However, since the rule of thumb is that the child usually does worse for the parent than the teacher, I have to wonder what else is at play.
Keep up with the counseling, talk to the therapist about it, and see what sort of feedback you get. I've had some pretty strong-willed children in my groups, from time to time, and we've always gotten things under control pretty quickly. What I usually notice is that the behavior I see at preschool is only an extension of what's going on at home, not always rooted at school, which is why the 'classroom management' piece came to mind. Good luck!:) Four can be tough!
I highly recommend the book "Taking Charge: Caring Discipline that Works at Home and at School" by JoAnne Nordling.