Nicole is right, your therapist shouldn't be making demands or even giving you advice really. The whole point of therapy is to encourage you to develop your own autonomy and make your own decisions. Perhaps group therapy and individual therapy are conflicting each other and your healing... i.e. if one was CBT and the other was an analytical depth type therapy, but ultimately it's your decision.

She sounds a bit defensive and wrapped up in the transference. Does she have supervision? What type of therapy does she practice? Generally speaking, a therapist isn't going to admit to erotic countertransference feelings but she should be open to discussing your concerns around it. So you're having sadomasochistic fantasies about her and the relationship? This is perfectly normal, especially given the power differential within the relationship. This is something you probably should discuss with her, especially if it's a typical relationship pattern/fantasy. Maybe you could start documenting her responses, so you have a record for yourself.