A depressed 4-year-old? I'm sorry, the kid's clinically depressed because she can't go to the same school as her nursery school friends?
SHE'S FOUR YEARS OLD!
She'll make new friends in a week, if her parents stop keeping her off school. Keeping her away is just making her more of an outsider and allowing her to demonise the situation in her mind.
When I started primary school I was in a different country from everyone I'd known. When I started secondary school I was in a different city. I didn't like it, some mornings I'd get upset because I didn't know anyone, but I still went because I didn't have a choice. This is the real world and sometimes you have to go into new situations where you don't know anyone, mummy and daddy may think that they're doing the right thing by keeping little whatever-her-name-is away from school for now but actually they're making the situation worse. Telling the kid she's ill so she can run away from the situation she doesn't like isn't going to help anything. Telling her that this is the time that she has to be a big girl and go into the situation that she doesn't like and find out it isn't so bad after all is going to upset her at first but, you know what? SHE'S FOUR! She'll get over it!