First of all, check the child all over - in her bath if necessary - and take photos of any injuries, bruises, scrapes, and also of the dress. Evidence.
As for Judo class, that's not stupid. My son was being bullied, I sent him to Karate classes, and the bullying stopped instantly. I recommended the same to friends, and their children stopped being bullied as soon as the bullies found out. (And now my son is a Black Belt.) I'm not saying that in this case a 4-year-old should go to Karate classes, but it certainly works for some victims