I agree with everything Gilda has said to this point. Make NO assumptions about who is or isn't capable of abuse. The ones in authority or moral position to be beyond reproach are sometimes the most capable of doing it and they hide behind the presumption of no reproach and trust to do their dirty work.
That being said, the red flag I see is this imaginary girl. Talk to your child and ask her how often she sees this Anna person. Does it correlate with anything?
Again, stay controlled, but don't let up until you get to the bottom of it. It could be innocent. Your daughter could be precocious in this regard (maybe it is the hip sling, but I've never heard of that causing this), but most girls that age aren't that aware of their genitals yet, especially to that degree. Keep looking and don't let anyone dissuade you. Are you sure the hip sling correlates? Don't grasp at the easy answer to make you feel better.
How often does she go to preschool? Try spending time there (the whole session, not just an hour or so) and watching what goes on. If the nuns refuse to let you stay, that's a big red flag, too. Keep looking. It could be the hip sling, but I doubt it.