Alexia,
You are doing all of the right things and I think that she is making progress. What is required of you most of all right now is patience. Because you are a loving and caring parent - and you are getting her so much help your daughter will come around. It is very important for her to be expressing this anger right now - he life has changed and she is angry and it will serve her better in the long run to go through this phase. I would almost worry more about a child who does not express his/her anger.
The difficult thing is that your too are having to deal with this very difficult time along with your child, and the change in her personality is probably even more heart breaking than the treatment. Just be available to listen to her, be patient and calm - she will absorb this energy from you - slowly and learn to be the same way some day. For now she is feeling like she has lost control over her life - she is being poked and prodded against her will which is traumatic for her. Children often show anger toward their parents when they feel like this because they can, it is very important not to take this anger personally. You can slowly let her know how much you love her and that her words and actions hurt you.
She'll need you to understand that the treatment is overwhelming for her and that she hates what is going on. You can do this by repeating what she says back to her, affirming her thoughts. Once she feels understood she will begin to let it go. If you know any children who have serious allergies, asthma, diabetes etc. you can discuss these situations with her - letting her know that people sometimes have conditions that require special maintenance so that they can be healthy. That this is her special challenge, and that you are confident that she will be ok with it.
The most difficult thing is that the change won't happen over night - it will take time. Be patient, believe in her and trust that she will surprise you with her understanding and ability to deal with all of this one day very soon.
I will make a general post about some of the issues - such as anger toward parents - that children display in dealing with thalassemia treatment.
In the meantime, I am sending you my best - it is complicated and very challenging what we deal with as parents. You are doing a terrific job and I send you my best.
Sharmin