Maybe she feel neglected when she is with her mom. You wrote how your ex has children with her new husband, so maybe your daughter is not okay with that. Taking her to the therapist is fine, but maybe you should talk to her. To see if she can tell you what is bothering her when she is not with you. Also, her behavior tells me that you are a great father with her obviously and she enjoys being with you. You should talk to your ex, to see how she behaves with other children, maybe here lies the problem. Keep us posted.