I don't think your daughter is saying these things to hurt you. She is just expressing the utopia she is feeling next door - a temporary, no rules, nothing but fun situation. I would limit these visits though, a bit, but not completely cut the woman out of her life, but don't let her overstep her bounds. It's good for a child to have another adult she can trust (as long as you trust her too). It takes a village and any responsible, kind, trusting adult is good.
Maybe plan a day or afternoon where you and your daughter can do some bonding. Do something you know she loves and try your hardest to be a "friend" for an afternoon. Your daughter may be needing this, and may need to see this side of you. My daughter is 6, and sometimes I feel like it's all a struggle, fight, or discipline all day, every day. It's extremely important for them to get this, but it's also important to see the other side too.
Don't get me wrong -- I am NOT suggesting you compete for your daughters affection with this woman. I am saying, read what your daughter is telling you - read between the lines.
Good luck and you are being a good mama!