I think this is what they wanted to try to point out and have you think about:
1. How long have you actually known these people? How long have you been talking with them? After talking with someone, how long do you usually expect a RELATIONSHIP to develop? Moreover, how long do you usually expect adult relations to become a shared activity in that relationship?
2. You listed yourself as being "adopted" the other day. "Adopted" in the community is usually a pretty serious connection. That isn't just, "We're going to play together sometimes!" "Adoption" means a serious commitment. When do you think most people feel okay with seriously committing to another person to establish a definitely-more-than-casual relationship? To some people in the community, "adopt" equates to proposal of marriage or seriously long-term commitment. In the BDSM world it's like when people say they're going to be collared..."collared" was initially intended to be a BDSM proposal of marriage/long-term commitment intent.
3. You listed off that the little was going to be your Domme. Littles are not necessarily dominant persons, and may struggle a lot when being asked to take on a role that they are not. Littles regress at various levels and various ways and maintaining a heirarchy where they are dominant with some people and submissive with some people may be asking too much for them to immediately start doing.
I also want to say that a lot of littles like to play with the idea of being a dominant but it is only just a game sort of play and not something they actually end up wanting to take on full time or seriously. A large part of being a little is not being entirely comfortable with typical adult responsibility and a lot of times that boils down the idea of being in charge of or authoratative over another person. So, A LOT of times it "sounds fun to do sometimes" but isn't a serious thing that can be kept up.
4. Playtime in and out of the bedroom. ANY TIME adult relations is involved then you need to seriously think about all of the possible consequences of that. ANY TIME adult relations is involved where you are the new person to a dynamic then you need to consider that things NEED to go slowly and be figured out or someone will likely feel threatened.
ANY TIME adult relations becomes involved with a new partner in a poly relationship you have to be WELL PREPARED for an established partner to have a little meltdown and need space, time, patience, and love.
Poly relationships are not jealous-less. There is no magic thing going on in triads+ that makes the people in the relationship not be able to experience jealous feelings or thoughts. People are still people. They still have insecurities. They still have worries. They still want a solid foundation of things.
Poly relationships usually do best when platonic friendship is established first before romance or seriousness happens among the partners. Did you take time to become friends, best friends, first? How long do you think it usually takes to really honestly become best friends? Didn't give it enough time? It's okay, but you need to look for some signs and probably change your pace.
When new people enter the relationship a lot of people need extra reassurance and to further establish and solidify their place because there is a subconcious level of threat. Good poly relationships know this. Any person in a good, solid poly relationship will tell you that sometimes a partner needs a little more reassurance and a little more care when getting use to having a new partner involved. There is a give and take to everything and a part of that give and take is that yes you get to enjoy a new partnership still but you need to take caution, move slowly and at the comfort level of ALL people involved (dont get carried away and take things too seriously too fast), check in with existing partners more closely, COMMUNICATE and maintain that communication between/among existing partners, and be fully prepared to ask the new partner to wait, stop, hold back, stay at a distance, or just move back down to being in a friend-only position so that everybody has more time to get to know each other and feel more comfortable that somebody isn't intruding.
A lot of new people in a poly relationship sort of have to establish themselves as a nonthreat at first. They have to work very slowly. Sometimes that means they focus on one partner who needs more understanding of them before focusing on both or all partners. Sometimes it means spending less time alone with one partner only and more time in CASUAL group situations (go get ice cream, go bowling, go DO SOMETHING nonsexual and not intense...FREQUENTLY).
That is something that a lot of people have a lot of trouble grasping if they haven't been in a few relationships that were not mono.
I would stop talking to the guy in this way at this point. To me, I would start to feel threatened if I was the other little in this situation because it sounds an awful lot like Daddy is becoming the go between and like he is still trying to establish and maintain a bond when the little is CLEARLY showing hesitation and needing time, patience, and understanding.
Leave her a little text every 3-4 days that says a quick one or two liner like something like these,
"I know you aren't feeling well and I just wanted to say that I'm thinking about you. If you ever want to talk please just send me a text. I miss you."
"I miss you and wanted to check in with you in case you wanted to talk a little bit maybe. I really feel like you're special. If you ever want to text then know I'm here for you."
"I was thinking about you again today and just wanted to reach out and let you know I'm still here for you. I miss our happy chats but know you're going through some stuff. I care about you."
"I keep thinking about you and hoping that you're doing okay. You're special to me and I will give you all of the time you need."
STOP messaging the Daddy so, so, so much. He needs to STOP being the go between. He needs to be on the same level as the current little he has, and that means reducing your communication until she becomes more comfortable. Check in with him once every 3-4 days too and focus more on her and them versus him. "Hey! Just checking in again. I miss you two and worry about her. Is everything going well?"
Let him know first you're to pull back of course. "I was thinking and I think it sounds a lot like thenameofthelittle needs some more time and a slower pace to feel comfortable. I think we all need to move at her pace then because that's what respect means and I care about her. That being said, I'm going to check in with you a couple of times a week like I will do with her and let her decide when she wants to take some steps forward."
If after a few weeks (no more than a month tops) of doing check ins she never responds then reduce them down so you aren't spamming her forever. At some point if she never wants to pick back up and try for something you have to accept and respect that as valid choice.
So I think this is all that is happening in reality. The little is screaming that things are moving too fast in the new poly relationship and that means EVERY PARTNER NEEDS TO LISTEN AND FOLLOW HER DIRECTION. I know it's hard. I do know it is. But you can do this. You just need to exercise a lot of patience by giving some space and time but still being around to let her know you respect her and her needs, her already established relationship, and her comfort levels.
I don't think you did "wrong" on purpose but I do think you need to take some steps back and let this flow how it's naturally going to flow. It's okay to move at a slower pace. You'll get to where you're going when you need to be there.