Assuming you have a Duldung, you are obliged to live in Saxony-Anhalt, yes? This is called 'Wohnsitzuaflage'. To move to another region, you have to ask permission from the Ausländerbehörde. You mentioned that your applications for permission were turned down. You did not, however, explain the reasons the Ausländerbehörde gave for this. Was it due to the level of income you would receive from the job? Were there issues due to your daughter's passport? Or other reasons, for example it being an unqualified position?
You wrote that the embassy told you they would only issue your daughter with a passport when you have a residence permit. In what way was this communicated to you? If you have this in writing, it should be shown to the Ausländerbehörde as proof of your inablity to obtain a passport for her. The Ausländerbehörde have to exaplin to you how you are supposed to get a passport for her (called Hinweispflicht and Anstoßpflicht in German). They cannot refuse you to move if you are unable to obtain a passport for your daughter for reasons beyond your control.