Hello and welcome to BW forums
I wouldn't advise going cold turkey with the paci drop, it is against SIDS guidance to suddenly stop using a paci before 6 months. I believe it to be safe to do a gradual wean though if you really wanted to.
If you want to help her attach to another item (such as the stuffed elephant) you can have it inside your clothes for a while to get your comforting scent, and hold it with/between you every feed and cuddle time rather than just giving at sleep times. As I've already mentioned SIDS guidance I will add that it is not advised to leave any item with a baby under 6 months old. I allowed my DS to fall to sleep using his muslin (that is his lovey, I highly recommend them, always replaceable, washable and can even go to school in their pocket without causing a problem) but I removed it a few mins into sleep. When he was old enough I left it with him. He is almost 5 and still has 3 in his bed each night and one in his school trouser pocket each day (very small one, like a handkerchief. Lovies have amazing powers of comfort and confidence for many children but usually schools do not allow soft toys).
It sounds like you have done really well using the paci as a soothing item but without re-plugging all night or using it all day
Your idea to gently wean by staying with her, shushing and rubbing her head sounds like a good one. Initially you can let her do the rapid sucking on it and gently remove it when the sucking has slowed, return it is needed until she falls to sleep without it in her mouth. It will work, may take a few days and you will need to be patient but she will learn to nod off without the paci.
There's no telling if she will suck her fingers or not. Some LOs do some don't. Mine wouldn't suck anything, not fingers, not paci, that was just how he was.