Children running away from school in the first few weeks happens more often than you would think. However, it is completely unacceptable that her absence was unnoticed long enough for her to make her way home and you to call the school. When I taught kindergarten (up until last year) I was continually monitoring the classroom, checking that everyone was there and/or accounted for. I have been known to wake myself up by obsessively counting to 16 to make sure everyone was in the room.
Our school has a high security fence and the only gate open during the day is a long way from the kindergarten rooms but it is not impossible that a kindergarten child could escape unobserved. Offices overlook that gate but, of course, the people in those offices are busy and not watching the gate all day.
It's an awful situation, and I hope the school is able to come to an agreement with you about a plan to move forward and aide your daughter's adjustment to school.
As it hasn't been specifically mentioned, I hope you did talk to your daughter and impress on her that she is not allowed to leave the school by herself for any reason. Perhaps they could arrange somewhere safe in the school that she could go if she was feeling overwhelmed?