Is she gaining weight well? My ds was a screamer as well, but a lot of it was related to my low milk supply. It turned out he was constantly hungry. Once I started an SNS, he'd sleep a bit better after feedings. It still wasn't great, but it was better.
If she's eating and gaining well, it might just be personality and age. If the daycare provider can't handle a newborn needing to be held and comforted, they might not be the best daycare for your child.