Hi, yes, unless there are safeguarding concerns the setting is legally obliged to release a child to anyone with parental responsibility for the child. Who has parental responsibility would of been established when the child was enrolled at the setting.
If there is a genuine concern for the child being collected by a person with parental responsibility then the police should be involved.
To ensure you're acting inline with the setting's policies and procedures it would be best practice to let senior management know of the situation so that everyone is aware of what's happening.
About parental responsibility
https://www.gov.uk/parental-rights-responsibilities
and here:
https://www.gingerbread.org.uk/infor...esponsibility/
Page 6 of this book explores parental responsibility (use the amazon preview feature in the print book & scroll down)
Hope this helps