Hi Mickey,
My son is on the Cozmo pump. I will do my best to cover everything you’ve asked! 
The infusion set will sting initially (I’ve had it inserted to experience the feel and after a while it stops hurting), that is normal.
When we change an infusion set, we wipe his skin clean and then set everything up with the new cartridge so that by the time the set is ready to be inserted the site is dry and the alcohol won’t make it sting so much.
We use the Comfort short sets with 24" tubing. We had looped his tubing when he first start using the pump and it blocked the insulin from flowing. SO, do not do that. Let it stay loose or tuck some of it into her waist band. Just don’t let it bend to sharply.
Brendon has a pump pack that goes around his waist and uses that all day and all night long. His shirt goes over it. If that isn’t an attractive option for your daught for during the day, then use it for nighttime so there are no worries of being tangle in the wire while tossing and turning in bed.
I don’t know about having more highs. If so, the nice thing about the pump is that you can adjust the basal and bolus rates to counteract that. You’ll find that you’ll be adjusting quite a bit at first, and then after that, you’ll be adjusting on occasion for sick days and activities or hormones…like growth spurts, etc.
We were told to change his site every 2 days, but we do it every 3. Any more than that and his site goes bad and the insulin doesn’t absorb well.
Brendon prefers his butt and stomach for sites.
I would not test in places other than her fingers as the rep is correct that other sites may not give an accurate reading. We test on the SIDES of the tips of his fingers, not on the pads of his fingers. How long ago was she diagnosed? If it’s recent, then eventually her fingers will toughen up and they won’t be as sore. I ask Brendon all the time if they’re sore and he says no.
Some answers will be answered more indepthly with your endo, but I wanted to give you our experience to compare your daughter’s with so that you know everything will be just fine
