What kind of thermometer do they use? Have you considered talking with the director about having them use a temperal thermometer in HER office before calling you?
Also - our ped said that kids are just going to get sick - whether when they start daycare or start school. The bottom line is that little kids have bad hygiene habits - sucking on fingers, picking nose, sneezing all over, etc. So germs are going to spread easily, hence kids get sick a lot.
Now, if you've noticed a pattern of them calling and your daughter doesn't seem sick and doesn't have a fever when you get home, I'd definitely be in the director's office now. They should SHOW YOU before you take her home that your child has a fever, and say YOU don't.
I agree, that kids can seem "warm" after waking from a nap or if they are overdressed. Even at home, our own children have woken from naps, seemed hot, we've taken a temp and within 30 mins they are back to normal.
So put your foot down if you think she's really not sick.