I don't want to lose my daughter.

I'm by no means perfect, I assure you. I had my daughter when I was 16 and for a while I struggled to support her and myself because her father decided he didn't want a baby. Well, we're doing pretty well now and she's in hihschool. A bit about her (We'll call her Emily): Emily is a sweet girl, at times too sweet for her own good. She was diagnosed with depression at age 13 and even when someone does her wrong, she feels like its all her fault. She's very naive and codependent. I love my daughter, I want to give the world to her and protect her. I've tried so hard to help her. A few months ago, she came to me and told me she was pregnant. At age 15, my Emily was pregnant.
I heard the story from Emily and her best friend. A boy Emily's had a crush on for years (We'll call him Jeff) was finally giving her some sort of attention at the school dance. He convinced her to leave the dance early and go to his car.
I talked to my daughter for a long while, she was so down on herself and upset that Jeff hated her. I understood, I was down that same road. The medications Emily's on for depression had a very high risk of affecting the baby in a harmful way. So She wanted to get an abortion.
Word slipped, somehow, and the kids in her class know. She gets anonymous letters and gets called names almost every day. I had no idea... it wasn't until a week ago that a teacher called me and told me what was going on. She had found a crumpled note Emily had thrown away that said "baby killer". And spoke with her about it. Emily's suicidal, she told the teacher she just wants to die or disappear. I talked to Emily about it, and she keeps assuring me she's okay. Her friend came to me yesterday with a note that disturbed me, calling Emily a heartless murderer. The friend said Emily found it in her locker that morning.
I have no idea what to do, I've called the school, I've talked to the principal, and nothing has been done. Emily doesn't want me to do anything... But I don't want to lose my daughter.