Who's custody is she in for the weeks that she comes to you? Is it mom's week and that's why she's crying for Daddy? Would she do this prior to the separation? Is the separation recent?

Maybe she could have a little photo album that has pictures of mom and dad in it that she could look at when she misses them? Or a special stuffy to snuggle when she's feeling sad? Maybe mom and dad could each buy her a stuffy just for daycare and she could hug it when she misses them? ie. hug the stuffy from mom when she misses mom, etc?