Thanks the investigation is in process ...
I third that! This behavior is coming from somewhere, as kids that young wouldn't know to engage in specific behaviors that an adult would. She's either been abused, or has witnessed something inappropriate.
Completely agree with mark. Make that call!
You need to phone child protective services as it really sounds like your niece is being or was sexually abused. How are such young kids engaging in these behaviors if it didn't happen to them or if they haven't seen it occur? Something is or was going on that clearly needs to be investigated by the authorities especially when she complains of your vagina hurting.
You don't need any proof of wrong doing to phone CPS. Just tell them your concerns. It is their job to investigate the situation to determine if any abuse is taking place. Protect your niece and make that phone call ASAP!