Children's YA about fighting parents & imagination

I'm in desperate need of your help - I'm trying to find a children's book (age around 9-12) about 8-10 years old. From memory this book was very popular at the time.

It's about a young girl (she's illustrated on the cover) whose parents are fighting and every night when she goes to sleep, someone or something comes to her bedroom window (a bit like the BFG I think) which takes her into an imagination land. All I can remember about the land is that there are penguins at a lake. I think her parents' fighting became so bad she didn't want to wake up from her imagination until the friends she made in that land encouraged her to come back.

Thank you!