Her worst fears were confirmed after receiving a text message from Grace's mother Lynn an hour later.
The McDonnells live just one street away from where shooter Lanza lived with his mother, a school volunteer.
They were too distraught to speak yesterday, but a neighbour, who declined to be named, said: "What they are going through is indescribable. We are very close. It's just awful."
Also among the confirmed dead was Ana Marquez-Greene, 6. Her brother Isaiah was also at the school but escaped unharmed.
Their father is prominent jazz musician Jimmy Greene.
Police said they had found "very good evidence" they hoped would answer questions about the motives of the 20-year-old gunman, described as brilliant but remote.
President Barack Obama broke down in tears on television and wept as he said: "Our hearts are broken today."
Referring to the dead children, he said: "They had their entire lives ahead of them. There is not a parent in America who does not feel the same overwhelming grief that I do."
Connecticut Governor Dan Malloy said: "Evil visited this community today."
Tales of extraordinary bravery emerged, bringing some relief to the bereaved, including the stories of three teachers who died protecting their young students.
Year one teacher Victoria Soto, 27, principal Dawn Hochsprung, 47, and school psychiatrist Mary Sherlach were three of eight adults who were gunned down by depraved loner Adam Lanza.
Witnesses told how Soto threw herself in front of the young children in a desperate effort to save them.
Hochsprung recognised Lanza and buzzed him in to the school - bypassing a newly-installed security system, and unaware he had just killed his mother Lanza at the home they shared.
When Lanza began firing, Hochsprung and Sherlach ran into the hallway to confront the danger - and were murdered in cold blood.
Diane Day, a school therapist, told how she and several other teachers were in a meeting with Hochsprung and Sherlach when the shooting began. "We were there for about five minutes chatting and we heard, 'pop pop pop,' she said. "I went under the table."
"They didn't think twice about confronting or seeing what was going on," Day said.
The parents of 20 children slain in the worst school shooting will receive the grim confirmation that their loved ones are among the dead today.
The bodies of the dead children remained lying where they were shot in their classrooms.
