Straight friend keeps insisting I’m gay for her?

I have a much newer friend, we've been getting to know each other for a couple months cause the group we are in, she has a boyfriend and we're the only girls in the group.

Can't lie, I'm pretty closeted (bisexual, never done anything with anyone or either gender), and don't want to get disowned.

That said with this newer friend, she's thrown me off a few times because she obviously sees right through me.

Scenario 1: She told me to come in the same private shower stall with her at the gym, I said it's alright and not to worry. I was nervous she would not have her bathing suit on, as to why I said no.

Scenario 2: Suggesting in front of everyone I absolutely do want her (she locked eyes at me and said I did) after I indirectly used her as an example to refer to two other friends after I assumed how ridiculous a different scenario was.

Scenario 3. Assumption that I was staring at her, and I'm talking about her butt, and told me to stop staring or don't look, which I not once did.

Scenario 4. Me who is very closeted having to play dumb, saying to her I'm not gay, and she says she isn't judgy.

At this point I can't tell if this is just a case of her seeing right through me when nobody else does so she wants to be right cause she knows she's right, or if it's cause I just didn't shower hop with her and she just teases?

How do you navigate that?