I don't think I would tell him what she said either. It would only hurt him, and possibly be seen as an attempt to make him feel guilty, which I think would be the only reason you would tell him.
My SD is also 9. She is a very happy, innocent child. Believes in Santa Claus and the Elf on the Shelf (if you know what that is). She went to school and actually told her friends they were wrong, it is a real elf. I mean she is very innocent and good.
Now, she is acting out. She is good sprinkled with a lot of outbursts, and hatred is starting to come out when she talks. It kills me to think what is going to happen to her in 3 or 4 years if her mother continues on this path.
As far as telling her about the OW, IDK. I wanted to tell her about My Ws A, and she freaked out, saying she did not want the kids to hate her, that we should say it was mutual. I told her I was not lying to them, that I would not tell them this is what I wanted. In the end, I did not say anything, my MIL told my SD (her grandaughter) the truth. I don't even know if my W knows her D knows.
I think the right thing to do is just be there for your D and make sure she knows that YOU love her and are not going anywhere. Let her have confidence in you. Maybe tell her that her Dad loves her, but things are just different right now.
IDK really, but I think that is good advice.
BITS
M:34 W:28 SD:9 D:6 (pr) M:3 T:6 Separated 1/16/11 ILYBNILWY 10/25/10 PA discovered 11/12/10, began about 10/1/10
I am not who I was, I am being remade, I am new...