do they even make figure skates for big feet?
Yes... Grown men figure skate. If she has truly 'big feet' (as a 6 year old, she can't possibly be larger than a Women's size 10, which is what most skates go to) she might have trouble finding white skates, but she could always get men's skates (generally black)- they usually go to Men's size 12.
there a specific developmental progression she should be making? if she learns stuff "out of order", would that be a problem?
If she wants to be a figure skater, yes, there can be some problem because it is very difficult for kids to unlearn bad habits they taught themselves. Basics like edges, crossovers, turns should be taught before jumps and spins. Doing the stuff out of order is fine for someone just skating for fun, which if she is figure skating in hockey skates, it seems like she is doing.
Google "USFSA Basic Eights" for a good progression of the order of skills.
If she wants to be a 'real' figure skater- work with a coach, even if just in group lessons. It is extremely frustrating for a kid who thinks they are great to be told they have to start back from the beginning. To some extent skills learned in hockey skates will translate- balance, speed, etc. But if the goal is competitive figure skating, I wouldn't leave her in hockey skates for more than a year or so.
but should i replace her helmet?
The helmet actually sounds like a good one. Most kids in our program wear bicycle helmets which are not made for backwards falls- don't get one of those! But if you can afford it, a hockey helmet is a great idea. As for the snowpants- yep, hooking your blade on it is a real possibility with crossovers and spins, but again, if she is in hockey skates, less likely- because there is not really a tail of the blade. At her age and what it sounds like her level, she is probably fine in it if she doesn't like the leggings.