I suspect your friend has not had much experience with loss yet or had many around her to teach her "manners" when dealing with other people's subjects and lives. I think you will have to tell her right out, set a boundary, that she is not to ask you questions about your past or that you will have to "get up and leave". It may even take doing as you say you will (whether you get up and leave her or have her go home if she's at your house or call an adult in to explain to her or just are firm/angry at her, letting her know how much she is annoying you and causing you pain). I think you have to explain to her though, so she does understand. You have to tell her that it annoys and hurts you, she can't know that "automatically". A lot of people who you believe do "know" that, don't really, they're just afraid, do not like where it takes them. Your friend does not mean harm but does not know that it is hurting you. Tell her straight out, that her questions make you worse and cause you worry and pain. Most "friends" aren't going to want to cause pain in their friends, even for their own education/curiosity.
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"Never give a sword to a man who can't dance." ~Confucius
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