Yes, you can still claim her as a dependent. Your daughter qualifies as a full-time student because she was enrolled full-time for at least five months of the year (January through May). As long as she didn't provide more than half of her own support for the year, she’s your dependent.
She can still file her own tax return. It is important that she checks the box on her return that says, "Someone else can claim me as a dependent."
Since she’s on your Marketplace insurance, you'll just use the Form 1095-A you receive to handle the health insurance credits on your own return.
Here is an article you may find helpful: I'm on my parents' 1095-A form. What do I do on my return?
