I would try call SK again and ask again whether it really isn't possible to add unaccompanied minor to the return leg. What if you got sick and couldn't fly back? When you call. Do it in daytime when the Scandinavian staff is handling the phones.

If it's really not possible, why don't you reschedule your flight and book a new return flight GOT-ARN-GOT for you to take your daughter to ARN? I can't see why you shouldn't be allowed to go with your daughter on the bus between T4 and T5. Regarding the passport check, I can't recall when I last had to show my boarding pass there.

Another alternative. Can you change the return flight to be through CPH? Then there are no bus ride, and they don't check boarding passes at the passport check in CPH.

If you check-in all the way to US, you can let the staff at the gate know that you don't want to board, but you risk they will not allow your daughter to travel either as she will be an unaccompanied minor (not sure what age level SK are using for allowing minors to travel unaccompanied)

Last but not least. How do you plan for her to handle getting through immigration and security in the US?