S.W.
Your daughter is not the only African American child that has been called "Oreo" (black/brown on the outside and white on the inside). It is just that she thinks more main stream "white" than black. She identifies more with other kids and things besides the inner city as she was not raised this way. My children are/were "military brats" meaning they had friends of all nationalities and mixtures of races and were also called this.
Just think your daughter could have been born there and still could be picked on because she thought differently that the main group. So don't take it as personally. Sometimes kids pick on others because they are different and they "wish" that they had what your daughter has. It will take a bit but she will find a few friends that accept her for what she is and enjoy her company. Just don't push her to "fit in" as it is not going to happen.
When I was younger I recall living in the country or rural areas and the life was much different than going to live near a big city. The customs, music and ideology were so different and sometime foreign even though it was 30 miles away.
Let her live and wear her skater shoes and be herself.
Love to both of you.
The other S.