I've dealt with bullies like these, time and time again. I invented a little system to keep me calm and in control called "Operation No Bullies"

step 1: Make an attempt to figure out what's going on in the bully's head.
(Send a note asking if you did something, why is she doing this, explain your side, how it makes you feel). It doesn't sound like it in this case, but sometimes someone is joking and they don't know they've hurt your feelings.
NOTE: Whatever the bully says, do NOT cuss, or come off angry and threatening. This can escalate things, or the bully will have something to report to authorities about you.

step 2: Assess the situation. How much damage is being done, and most importantly, are you, or anyone else in harm's way? On a scale of 1-10, how serious do you think the situation is? In the moment, it's hard to tell objectively, so I usually wait a certain amount of time and then assess the situation. It can also become serious if you are ignoring the bully, and the bully is escalating.

Step 3: If the bullying is not serious, it is best to ignore it to the best of your abilities. If it is serious, then it's time to make a plan. I usually try to talk to my therapist, or since your therapist is no help, a school counselor. Maybe a teacher? If there is physical violence involved, report it to someone IMMEDIATELY.

Step 4: Collect the evidence. This sounds like online bullying, and the thing about online bullying is that there is usually a chat forum or something that can be found and printed out. If they leave Voicemails, save them. Take screenshots of any threatening posts on social networks, and save handwritten notes if they are given to you. This is also why step 1 is important. If the bully makes a threat while you are trying to reach out to them (and its in a message form) you now have evidence that this is going on.

Step 5: Report evidence to authority figures. They should be able to take care of it from there. If not, confer to step 5A.

Step 5A: Discourage the bullying. Obviously, your approval is not going to matter much to this bully. But, there are still healthy ways to discourage the bully. Like reminding them that cyberbullying is illegal and punishable by law, if they try to hit you, or strike you, remind them that they could face assault charges. Another thing you can do, is laugh. If you laugh, or say "Thank you!" to their verbal assaults, it tends to confuse bullies, and they don't know what to do next. Or just say something like "If your opinion mattered to me, then your words would be a problem. As it turns out, they don't so it's all good." Sometimes enough resistance will get them to go away.
Note: If she is saying lies, you can threaten a lawsuit for slander. I did that once to get rid of a bully. Bullies do not like authorities stepping in. I don't recommend actually filing a lawsuit unless her lies are going to damage your future.

Step 6: Damage control. Peer mediation with your best friends, and making a plan to see what can be done now is the best move. Sometimes things are so broken you can't fix them, but not always, and it's good to make an effort.

Step 7: Move on. You can't control others' feelings, opinions, and actions, but you can control how you react to it. Nobody deserves to be treated that way, and if you are, it's something wrong with them and not you. Find some hobbies, and build new friendships from there. The bully can't stay in your life forever, no human being has that power.
Hope this helps.