Hi A.! Sorry to hear that you went through this... I can imagine how scary it was for you having gone through similar things myself!
My daughter has a very rare disease called Mastocytosis. She is subject to anaphylaxis for many unknown reasons and one of them is preservatives. Ask your Dr about getting vaccines without them in it if he feels that may be what caused the reaction. I am not sure if the MMR has them but it does have other chemicals for sure. Who knows what may have caused the reaction.
As for the second time you go for it you may want to also ask him about maybe taking Zyrtec for a week prior to it to build up the antihistimines in her body to prepare for a possible second reaction and giving Benedryl an hour prior.
I sure wish you lived closer because your Dr sounds like the type of Dr I want for my daughter! That is great that he went out of his way to just check on her, and I am sure that is all it is. Like another poster said though, if you are still leery give him a call.
One last thing... be VERY careful what you read on the web! I do this to myself all the time and work myself up for nothing! You already know what to watch for and if you notice anything call your Dr right away. Also, if your Dr was afraid for any of those other things he would have probably told you to watch for them.
Good luck and many blessings to you and your family!