P.M.
Ah, M., my heart is breaking for your little girl, who has lost her dad not once, but twice. And for the shocking loss of your marriage. I'm so glad your daughter is in counseling.
You don't say how often she gets visitation with daddy. Or whether you've talked over with him how best to handle the heartbreak he's causing (this sounds to me like an ongoing disaster).
If HE would be willing to have a session with her counselor, he might get some helpful advice on how to handle the separation in a way that's less hurtful to her, what to say or NOT to say, or other practical suggestions. I hope he realizes the effect his previous mistakes have had on his daughter, and is smart/sensitive enough not to repeat those errors.
When you validate her feelings, I would avoid saying that her daddy misses her too. This is just gut instinct, but I am relying on my own experience of being abandoned by a very beloved stepdad when I was eight. I, too, cried myself to sleep for months. If my mom had told me that he missed me, I would have been confounded even more. ("Well, then why doesn't he come back? Does this mean my mother might leave, too, even if she says she would miss me?")
It seems to me that it's up to your ex to tell his daughter how he feels about her, not you. The complexities of human emotion are complicated enough without you interpreting his feelings, needs, or motives. You can't possibly get it right. If you delicately extricate yourself from their relationship, they might have a somewhat better chance of finding a common understanding.
This is in no way a criticism of you. I, too, would want to tell my child anything that I thought would possibly comfort her. But looking in from the outside, I would downplay the empathy for daddy. (And I hope "VERY amicable" isn't also giving your daughter false hope.)