It is important, as you know, that the splint stay on for as long as it is supposed to in order for the finger to heal. First, if you haven’t already, have the splint evaluated by the doctor or the healthcare professional who applied it to be sure it is the correct fitting.
If the splint is correct, try speaking with the doctors or nurses to see what tricks they may know for keeping the splint on.
If the splint doesn’t stay on, your daughter may have to have surgery eventually to fix any remaining deformity.