Did you ever find an answer to what might be wrong with your 9 year old daughter?
From reading the symptoms it sounds like shes' just second guessing herself and is seeking to give the right answer. Maybe she has faced embarrassment in her class
or someone has made fun of her or she feels "stupid" or "crazy". I don't believe a child of her age should ever think of saying she might be going crazy or that she feels guilty or bad. Maybe she doesn't need to have so many irons in the fire at her young age, ie piano practice. It all sounds very confusing to me so I can only imagine how your daughter is feeling. It could be a maturity issue or delayed processing. But for all practical purposes your child sounds normal. I've got 4 children and 6 grandchildren and I've recieved similiar answers from them when they were younger. Some of the answers were evasive because they didn't have an answer. Or they would daydream or not paying full attention. I know if she really doesn't have a problem that I'd be very fearful that in discussing or pushing her for an answer. She might grow to feel she truly has something wrong with her when in reality she doesn't.
It sounds like the key reason you write is you are concerned and wondering if the therapist is doing a good job. I don't think the key question is what is perfectionism, OCD, or other diagnostic categories. A good therapist will treat the problems, not the diagnosis. A good therapist will use a range of techniques as needed. If the therapist is experienced, has a good reputation, and is familiar with a range of techniques, everything is probably on track.
If you have questions about your daughter's progress, the therapist's technique, or anything else, it is probably a good time for a conference with the therapist.
tg