I've been working at my son's coop preschool for the last two years as a volunteer, and did the same with my older son. I find that not wanting to work without a teacher helping is perfectly normal for a child that age. When we would organize activities, there were a range of different styles/personalities - some jump right in, some want constant help, some don't even want to do it at all but prefer a different type of activity that speaks to them. A good school will provide a range of activities and allow for different kids being at different stages, so that it's not a "do this or else you are in trouble" situation, that puts a lot of pressure on a child to perform correctly and could lead to feeling insecure.
I wonder about having work at preschool? That sounds more like kindergarten level activity. Have you looked into a style of preschool like Montessori or Waldorf? Different personalities thrive under different conditions, and while some children thrive in public school, some children feel pressured or shamed by the methods used by most typical American schools.
Another thing to consider is that many, many children do best with staying in preschool an extra year. It may just be, like it was with my own son, that the first year she gets used to it, stays back from the front lines a little, then next year really comes out of her shell and tests her independence. A lot of kids just need a little more time and to go into it at their own level of maturity.
Does she really have a swim "coach" at age four, or is this swim lessons? I think it's normal to have to backtrack a little after coming home from holiday, three weeks in the life of a four year old is a LONG time and it seems normal to me to have to review some skills and build her back up, especially if it is her nature or phase right now, to be cautious and prefer close contact with someone helping.