she has no good reason to tell you what to do. She can ask, but she cannot tell you what to do.
Ask your own manager what you are supposed to do when she demands a change, and leave a paper (email) trail. Ask him if you should tell her to go to him first.
The asking why part. More of it is to ask yourself why she behave the way she does. What motivates her? What's her intention? rather than reacting to what she said. She can sense you are after her, that can serve as a deterrent.
Intended or not, her antics frustrate you. Your brain is playing a trick to escape the unpleasant present moment, instead of thinking (which is hard,) emotion takes over.
You have no control over her behavior, you may falsely believe you can somehow control her behavior, which adds to your frustration.
You can only control your reaction to her behavior. Do not feel anything. Focus on your thoughts.
Do not take anything personally.
Play a game with yourself by predicting which part of your work she is going to pick on. Think of questions you can ask her to reveal the extent of her work domain.
