Hold on, a daughter in law is the child of the person you are married to. I assume from this you were married to your current wifes sister who had a daughter from a previous relationship?

I am pretty sure she cannot go with you as you are not Muharram to her. Any woman going on Hajj or Umrah must be accompanied by a Muharram. When you divorced her you lost that status. Also, if the child is not yours or your wives I am not sure how you can apply to take her unless you are the custodians, which doesnt seem to be the case as her mother is present.