We're all wondering whether we're making to much of this. Conversely, if there is a problem, especially given the family history, we want to moved forward and have her assessed. The American Academy of Child and Adolescent Psychiatry has an excellent textbook that can give you information. The child clearly needs a good evaluation. Depression - possibly with psychotic features, dysthymia, rejection sensitivity, ADD and bipolar are all possible diagnoses.
Depression is very, very likely.
In my experience it's more common for children with the problems you mentioned to have more than one diagnosis.