.....Probably Watford Girls although I think this is going to be a waste of choice as I dont think our daughter will get in there as I dont think her exam grade will be high enough
You're right. Putting Watford Girls third would be a wasted choice. Your DD could score 100% in the test but then she would get Ricky. However, if she missed the "pass mark" for Ricky & CD in reality she would not have qualified for Watford Girls either - then you would be allocated one of the local sink schools.
As for an appeal, as Toony has said, you stand little chance of success in Herts. Just because your DD wants to study dance & drama will not be enough to persuade an appeal board to admit her.
I know it's hard to find a third choice. But at least you are weighing up the options sensibly!