My favorite Parenting guide book right now is called Parenting w/ Love and Logic by Cline and Fay. They believe that children grow and learn through making their own decisions and experiencing the natural & logical consequences of them, and I believe it too! Modeling and seeing consequences works. My 7 yo was/is also a strong willed child, w/ a mind of her own, who would rule the world if left to her own devices. At 3-4 yrs old, I found that she developmentally could not complete the whole task of cleaning her room even if I gave her specific instructions like the cues you indicate you have. Cline and Fay say until they are about 7 yrs old, you may need to spend more time showing them and/or helping them complete the task you want completed than telling them to do it. Pre-schoolers model well, but aren't yet able to follow a string of sequential instructions... like line your dolls up, then pick up your books, then put your toys in the bin, etc... Your daughter likely doesn't make it through the first task. I started w/ my daughter by saying wow, let me help you get these animals put away so we can _______ (do whatever she really wanted or we needed to do)While we worked together I'd reinforce the job and her performance. She learned she had a job I expected her to do (and would hold her to it); that it was important enough for mom to help her with it, it was fun (we sang clean up songs, raced to see who could finish first, etc) and whatever other lesson I'd throw in while we worked together. Honey, I love that you care about our safety enough not to leave your skates in the middle of the floor. Once she'd really started on say "the animal line up" task, I'd leave her saying I'd be back to help her finish. When I came back I'd praise the devil out of whatever little task she'd completed, and help her get started on the next one.
While my daughter was working with me, she'd also learn the consequence of the choice she was making. "I know this is the afternoon we usually go to park, so when we get what needs to be done finished (clean up), then we get to do what we want to do (go to the park...or whatever is of value to your daughter). If we don't get finished, I'm we won't be able to go." If she chose to do something different or not finish the task.....WE DIDN'T GO!
My former nanny (when I was an outside-the-home working mom) told me the best advice I've ever heard, and it still gives me perspective. I didn't like hearing it at the time, b/c it made things seem a little hopeless, but here goes....a child must hear an instruction or practice a skill 2000 times in context before it become a natural behavior for them. So, yes, that mean you may have to show/help her learn how to clean her dolls 2000 times before she does it on her own. The prize for the aggravation of persevering for us has been that at 7yrs old, my daughter now makes her bed, empties her trash, puts her toys, books, shoes, folded clean clothes away almost all the time on her own w/o any prodding. She also vacuums and does other chores in our home. My 6 yo son does too. They're not perfect at it, but those things they don't get automatically...they just must not have practiced 2000 times yet. Sorry for the long email. Keep at it....don't cave, b/c your goal is molding a responsible child into a responsible adult...not just a clean room.
The last thing that I want to add is that because all kids no matter what the age learn best from modeling after us, I'd ask are YOUR shoes put away in the closet, is the kitchen counter cleaned off, the garage clean...etc...b/c if they're not, then the message is really this "I want you to clean your room, but I don't have to clean mine."