First of all, she sounds like an absolutely brilliant little girl. Congratulations and wow.
Second, as a fellow mom of a gifted child, I want to tell you right now that gifts in one area usually come with deficits in another. And a classic deficit is maturity. This is where being gifted gets really hard, because we think that if a child is reading at X level, the child should be reasoning at the same level, but they very seldom do. It's more common for intellectually gifted kids to plan and reason at a younger level than their biological age.
Which gets me to, generally, as people get older, they perceive cause and effect in longer and longer increments. For a one-year-old, the cause-and-effect chain lasts seconds. If I drop this spoon off my highchair for the 50 billionth time, what will happen? Will it magically fall to the floor again, or not? Wow, why don't I give it try?
For a high school student, the cause-and-effect chain lasts a few months. If I spend 3 hours each morning putting on my makeup, maybe Johnny will notice me, and then maybe he'll ask me to the prom, and wouldn't that be cool. (Kids this age often CANNOT compute, If I study really hard and don't worry about what other kids think, then I'll get into a great college and have a really successful career.)
It's only when we get to be adults that we can think in terms of, If I put this money aside now, instead of taking my dream vacation, then I'll have funds set aside for an emergency, for retirement, etc. That's the thinking of a fully adult brain.
So, you're asking your, what, 4 3/4 yr old to engage in a thought process for which her brain has not yet developed. She's saying, maybe, I really need to find out whether Jack and Annie get back to the treehouse. If I don't find out, I'll die. That thinking overrides her ability to compute, Getting dressed takes X amount of time, and we need to be out the door by 8, so I'd better start now.
So, apologies for this ridiculously long post. Your story brings up a lot of issues I'm dealing with with my own son now. But really, you need to scale your expectations to her level of maturity. The purpose of consequences is to give your kids a challenge they can meet with hard work and determination. If they keep failing, they'll just give up, like your daughter is doing, and then it'll be harder to get her to rise to any occasion the next time around.
You seem to be cutting yourself a certain amount of slack (you're very pregnant -- you get frustrated and angry). You need to cut your 4-year-old at least a comparable amount of slack. She's too young to think things through.