Before you abandon these people, try being more assertive (if you aren't already assertive) in communicating your wishes. Assertive communication in these situations could be something like:

I'm sorry but I would rather not talk about that.

I asked you not to talk about that.

Just because you are doing me a favor doesn't mean I have to do everything you say.

It is very hurtful when you yell at me.

It is not my fault when you choose to yell at me.

I understand that you consider me to be too sensitive, but I still don't want to talk about that.

It is hard for me to say this, but I still don't want to talk about that.

It is very hurtful when you completely ignore my wishes.