I understand. Could you articulate to her what type of support you need from her? If you aren’t sure what you could and couldn’t share and when and how you could get support, I suggest you ask verbatim. I am very familiar with this type of agency due to my job (yes I know it’s not just unemployment agency). When clients are accepted to a program they are given description of services and a plan. Do you have a description? If not, I’d ask for one.
Now if you are dissatisfied with another worker there, I suggest you talk to a supervisor. There’s someone above them all. Case manager can’t really help you with that and in my vast experience it’s not appropriate for a case manager to discuss her coworker or agree how they did this or that wrong. What’s appropriate is for her is to refer you to a supervisor. If she didn’t, I’d ask who you can talk to.