In that case, yeah, I'd start with something like that first. If that doesn't seem to get the point across or if she isn't able to take your story and relate it to her situation, then I'd do the direct approach next.
That sounds just silly. You know if this woman has a decent character and is attracted enough to you, you can just be straight up with her.
Sometimes I think younger women can be kind of ignorant to the reality of gender dynamics between male and female friends. She simply might be running on her feelings and her male "friend" gives her attention/ emotionally supportive/ is kind so of course she'll enjoy interacting and spending time with him.
However she could just be a shallow, insecure, low life who thinks emotional cruelty is acceptable as long as she fulfills her needs. This wouldn't surprise me in our post modern society which is infested with feminists who are seeking and teaching revenge and hate because of some perceived oppression.
If she's the latter you shouldn't waste your time trying to communicate anything.
Look if you're not an insecure afc you wouldn't worry to much about coming off as insecure and have no problem communicating in an at least semi-direct manner.
In any case when you start to worry a lot, and overanalyze a lot, something Is wrong.