How do I tell my friend that she can be realy horrible sometimes and doesn’t have to pick on all my insecurities She doesn’t know everything?

Nope she does not. She is highlighting yours, most likely in an attempt to diminish hers. Tell her exactly what you said here AND stop confiding your insecurities to her. That will resolve the problem. If it doesn't she is not a friend - part and move on with your life.

Just tell her and be honest with her. Maybe she thinks she doing it for the best of you.

Maybe you shouldn't refer to her as your friend. Friends are supposed to help and encourage one another, causing positive feelings.