Please dont contact the school to have them change their rules because your child can't follow the rules. We wonder why kids think their are so entitled.
I would make a chart where you can place stars, stickers etc (something removable though). Everytime she goes to school without a toy she gets a sticker, when she is found w a toy shes gets 2 stickers removed after she gets so many stickers give her an extra award. You need to make it visual for her at this age and immediate. Also have her add and remove the stickers.
If anything contact the school and ask them to reinforce their rule to other parents and to other kids too. Dont contact them to change their rule because your DD is having an issue following rules at school because this is what could lead to bigger issues down the road for your LO. I know I repeated myself but this really gets me going when parents try to do this.