Having given it a lot of thought over the day, I think what I personally can do is talk to her about what we are pretty sure is happening -- her mother telling her not to tell anyone about what happens when she visits. I think a conversation about how adults shouldn't tell kids to keep secrets is in order. I don't have to get specific. Just plant the seed that she shouldn't have to keep a secret and if she wants to tell me, her father, my brother, my mother something, then she should.
Yes adults shouldn't tell kids to keep secrets, other than a surprise party type thing. This is what molesters do. Not that this is *that* situation, but there are similarities. It seems that she does feel safe with you guys, so that's VERY good.