It sounds like she's having some trouble with transitioning from one "state of being" to another. You might want to try easing into things more slowly and gently and giving her more warning time before changing things up. Give her an additional five minutes to warm up to ideas of change before you implement the change to start.
"Sarah, I see you're having fun playing dolly time. In a few minutes it will be time to get in the bath tub." That would be her first warning.
"Sarah, it's time to start cleaning up your dollies. We need to get the bath tub ready for your bath." That would be her second warning.
"Great job cleaning up! Let's go get your bath ready for bath time!" There's her third warning, and in addition to that you can let her help get the tub ready by adding toys, getting herself undressed, getting her shampoo and towel together, and "checking the water temp" after you've checked it so that she can feel the temp before stepping in and making the choice to get into the water.
You can do a similar routine when it comes to getting her out of the tub and primed for getting dried off and getting pajamas on. When she wakes in the morning do the same thing before getting her dressed. Give her outfit options for the day. Lay out a choice of two pair of pants or a pair of pants versus a skirt and two tops that could go with either bottoms. Let her pick out the socks, underwear, and shoes. While she's choosing what she'll wear she's getting herself ready to transition and changing her mindset to "Sarah in jammies" to "Sarah in day clothes."
I have a child on the Autism spectrum who has some major problems with transitioning. These are just a few of the methods we use. Yes, they can be time consuming versus what you're doing now but it's worth it. Parenting takes time.