welcome to the forum!
Have you read all the FAQ here ?
https://www.elevenplusexams.co.uk/appeals lots of very useful info.
No harm in writing thoughts down now and thinking about evidence, however you can't actually appeal until after March when the allocations come out as it is at this point she will have failed to get a place at the GS.
As for what you say to her and managing expectations, many people find it is best not to say anything and encourage her to look at and think about other schools (OK choice may be limited in rural areas but it is trying to help her if appeal is not successful)
PS can't find much about appeals to Spalding on the forum but there is one fairly long thread here
viewtopic.php?f=35&t=14511&