I think at this point, you can apologize for overstepping into the kids' friendship squabble. You can tell your neighbor that in hindsight, it would have been better for you to listen to your daughter express her feelings, but then to let your daughter take any action steps (or not) to work it out with her daughter. I'd probably swallow my pride and say something to that effect, because of course, you don't want to burn bridges. Believe it or not, even though "R" might be demonstrating a lot of bratty behavior right now, at 16, she may have matured into a lovely person you'd want your daughter to have for a friend.
I would not even mention the toy to anyone in the other family. The lesson your daughter takes away is that it was very difficult to play with toys around "R" It sounds like mistakes were made by both girls. You don't want to fix this for her (by defending her truth or getting her little toy back), you want her to learn from it. So next time maybe the kids will ride scooters or go to a movie or go swimming together, something that doesn't involve being around each other's special possessions. Because they learned that didn't work out so well.
Let your daughter know she has options and let her know that being in fear of someone is not a healthy friendship. And, real friends respect each other's things. Ask her how she feels about playing with other kids compared to "R." Your daughter's friendship with "R" will endure or fizzle on it's own. It shouldn't be your mission to end it or to control it. Not judging here, I've got older kids, and I know I made this mistake, getting way too emotionally invested in their friendship dramas, it's just so easy to fall into, especially when it's your own kid who is hurting.
You also mentioned that you've made other playdates for your daughter. It's great you are encouraging her to widen her circle of friends and support her, but consider letting her do it herself. Let her manage her own social life and calendar. At 9 years old she is far enough to ask if she can have a friend over after school on Friday, and if you say yes, she can do the calling and inviting herself. Empower her rather than schedule her. Good luck!