K.,
My heart goes out to you. I have not gone through a divorce, but I have close friends and family members who have and it is sooooo hard - on the couple going through the divorce and, of course, to the innocent children caught in between.
I personally think you are doing far more right than you realize. Your response reveals your maturity and understanding of the situation.
To ease your guilt, remember that life is not easy for anyone and there is no such thing as "the perfect childhood." Your little one needs to learn that you will love her and be there for her always, but that no matter what tragedies befall us (and this will not be the only challenge she will face in her life), we are always responsible for our actions.
I would continue to take her out of dance class when she misbehaves.
The fact that she adjusts to daycare within 15 minutes and has a good time means she's going through some separation anxiety (totally normal), but is happy there. So, I would keep her in daycare.
Reading books to her of separation and divorce will give her the language she needs to talk about this - particularly as she grows older.
Other than that, I honestly don't think there's a magic way out of this.
Just try to take good care of yourself during this very difficult time.
I have prayed for you and your daughter. Blessings. M.