K.B.
I have very sensitive kids myself, and I think the key when you're talking her through things is to make sure you're not sending the message that she has to stop being sad, or disappointed or whatever. Sometimes when we try to show them the bright side or explain reasons why they shouldn't be upset, it makes it worse for them because their feelings are wrong. The trick is to validate the feeling and make it OK for her to be hurt, sad, or whatever, then guide her and help her find ways to deal with those feelings.
So when you are leaving a place and she's sad, encourage her to find ways to feel good in those moments. maybe a hug goodbye from her friend? making definite plans for another play date? What would ease her pain a little? Remind her that it's absolutely normal to be sad when you're ending something fun, don't make her feel like she has to get over it and move on for you. Let her be sad. And with her school stuff maybe even add in some "I can see how you'd feel that way, it sounds hard, what are some ways you could handle it next time."
Listen, empathize and help her find ways to cope. It'll get better.