There is one thing that I think all parents should try and remember:
Children do not lie.
Now, I know what you're saying "But Electro, of course they do." Thing is.....they really don't. The only time they do lie is when they are trying to protect themselves. When they feel that they are in trouble, and have done something wrong, they will lie in order to keep themselves from getting in trouble. If someone else is to get in trouble, they will gladly tell the truth. Now, of course this does change as the child gets older, and their mind becomes more complex, but for the age Annie is at in the cinematic, this fact still holds true.
And that is exactly what Annie did.....she told the truth. How do you think Gregori and Leanna would have found out about it? She is old enough to know that there was nothing she could do, and she even tried to save Daisy, and since she knew this (and I'm sure due to how well Gregori treats her), she came home to give the bad news.
But Leanna didn't know that fact......that Annie was telling the truth because Annie knew there was nothing she could have done......but due to her actions towards Daisy, and her overall behavior, Leanna came to the conclusion that Annie was lying, and had killed her daughter.
Had she known or remembered the fact that children do not lie in general, and only due so to protect themselves.........then Annie may very well not be an orphan.