This is a little bit of a rant, but also seeking advice.
I play step mother to my boyfriend's 4 year old daughter four or five days a week. I'm also currently pregnant with our first child together, and absolutely miserable with morning sickness, and as selfish as it sounds sometimes I really just want to be left alone. I spend all day long with her, and we do lots of fun things like going to the pool, arts and crafts, playing with toys, and watching movies together. She is in absolutely no way shape or form lacking attention. She has an awesome bedroom full of more toys and dolls than me and my two siblings had combined. But she REFUSES to play in her bedroom. She will not leave me alone for TEN minutes. I understand she loves me and wants to play, but what I don't understand is why she can't comprehend that when I ask her nicely to go play in her room for a little bit, it isn't a punishment. I do a lot of work from home, and I'll try to say "Go in your room and play with your dolls for a little bit while I get this work done, and then after lunch we'll go to the pool." I don't feel this is outside of the boundaries of reason by any means, and she understands much more difficult concepts much easier. But when I ask things like this ovf her, she stands in the hallway and cries and screams and shrieks like she's in physical pain. If she isn't doing that, she'll stand there fiddling with her hands and not speaking, but looking like a wounded kitten. I've calmly explained to her "You aren't in trouble, playing in your bedroom is not punishment, I just need an hour to take care of some adult things" multiple times, and she'll just stare at me like I'm speaking in another language. I honestly think she plays dumb on purpose because she isn't getting her way. She'll tell me she's tired, and then I'll say "then go take a nap" and she says "I don't want to take a nap" so I'll say "then go in your room and play" and she'll say "I don't want to play" so I'll ask her what she wants to do and she just stares at me and doesn't answer the question. I feel like being an only child she's in serious need of a playmate, but that isn't something I can make happen over night, and I feel like I'm going to rip all of my hair out of my head before the end of this pregnancy.
I've tried everything I can think of, but I'm swiftly running out of ideas. It isn't my intention for her to be the kind of child that stays in her bedroom all day long, I just want an hour or two a day to myself. She fights with me on nap time, and sometimes I literally have to put her down for a nap ten times before she'll stay in the bed. I just don't understand why she's so clingy. Is this a serious issue? Does this sound like an anxiety disorder or something? Or is she just a really clingy kid and she'll be different once her new little sibling is old enough for them to play together?
Baby A
EDD: March 15th, 2015 
Aurelian Jameson or Ailey Rae
Re: 4 Year Old Behavior
Her behavior sounds normal for a child that knows how to manipulate her caregiver. LOL!!
Playing independently is a learned skill. Some kids are better at it than others, but most importantly they have to be taught from a very young age to play independently If she has been constantly entertained for the last 4 years then she will not miraculously want to play by herself. Maybe start with shorter times, instead of shooting for a whole hour do 20 minutes, and move up from there gradually. If she doesn't want to play in her room then find another spot in the house that isn't so secluded. Also make going to the pool or whatever activity a reward for playing by herself or napping. You could also put a movie in and have her watch it while you get whatever needs to be done for that 1 hour. If she starts whining, put some earbuds in and walk away. Let her throw her tantrum, she'll eventually get the message that she's not in control anymore. Remember use a reward system for listening. You can even use a chart and if she listens for x times in a week then she gets to go somewhere really special.
Will she be going to preschool this fall? Even if it's 2 or 3 half-days a week, that will be a nice break for her and you. Does she have any playmates in the neighborhood that she could play with during the day.
DItto the preschool idea, especially at age 4 she should be doing that regardless for socialization & getting ready for kindergarten.
Annndd....maybe I'll get attacked for this there is always a TV show or two unless you're opposed to any screen time at all.
When your baby comes, I imagine it will be a major shakeup for her so I would say instituting some new things now would def be a good idea. Good luck!