I think there's definitely something odd here. Hope you get some answers/peace of mind soon.
It sounds like she's hiding something, but it doesn't necessarily mean anything terrible. To me it sounds like she's covering something up for a friend- and I know not everybody agrees with this, but if a friend of mine asked me to help them with something and didn't want me to tell DP I would respect that and not tell him.
I would sit her down and tell her all you've said here, and ask her straight out what's going on. Tell her how it's making you feel knowing that she is keeping something from you, and having her deny it. Maybe ask whether your relationship is in trouble, or if she or the friend are in any sort of trouble. Then I guess you will need to decide if you are happy with her answers, even if she won't tell you the full story.
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