Hi Al,
Maria did move to Helgesta in 1811 but she was not listed in the immigration records as you said. This happens now and then but I can't say why but maybe in this case it could be because she was only 9 yrs old, maybe someone else can help you out with a better reason for that.
I have found her at:
HFL 1812-1818 Helgesta, GID: 65.19.42300, page 23.
HFL 1812-1818 Helgesta, GID: 65.19.45600, page 67.
HFL 1818-1824 Helgesta, GID: 65.20.61400, page 32.
This should get you back on track.
Have a nice day!
Don