A few things that come to mind are;
1. Have you tried explaining to her exactly why she cannot have whatever it is you are taking away. At 4 and a half, she may be the type of child that needs to understand exactly why these things are happening.
2. It is good to want for her to express her feelings, but this is not something that comes naturally for children. They dont always have the exact words for how they feel. Have you tried telling her, "I know your upset but..." "I know your mad but..." "I know your frusterated, but..." (give her reason she cant do what she would like.) Giving them that word will help them to understand how they feel, and be able to express it in the future. Not only that, having that word for their feelings, and having you tell them, gives them a sense of control they didnt have before (when they didnt understand their feelings.)
3. Have you tried giving her choices, and subsiting one thing for another.? When she would like something, tell her, "you may not have this because...but you may have (such and such) instead." If she doesnt like this too much, try, "You may not have this because...but you may have have (such) or (such.)" Giving her an ultimatum (what she may not have) as well as other choices in what she may have, gives some of the control she desires back to her. She has a choice.
4. One other thing, you said that you tell her, if she doesnt stop (behavior) she will not be going to kindergarten. Is this realistic? Would you really withold her from kindergarten? And, how does this effect her now? How will it effect her then? Does she have enough of an understanding for this to really effect her?
One thing I'd like to say, is that...negative reinforcement comes so naturally for us! "If you dont do this, you dont get this." This is effective sometimes, but not really helpful in the long run. Positive reinforcement if what I am going to push for here. Anytime your daughter uses her words without whining or crying, tell her, "wow, I like the way you used your words" "good words" "thank you for asking so nicely." And if you can think of a way to say, "If you do this, you can have this." If she uses her words all morning, take her to the park, or to the store. Something exciting for her.
If you have any questions about this, feel free to respond back to me.