I want to tell my friend to "fucking shut up" when she wouldn't listen to the advice she came to me for
That seems excessive. Do you think she will listen to you if you tell her that?
No, but she asked and won't listen.
You should not yell at your friend if she is having a hard time. It might be better to tell her to get professional help for her problems.
No it will make her feel bad, she knows it was her own fault.
I do not think that you should be blaming her that she doesn't listen to your advice, as she may not be aware of the things she's doing and she maybe is unaware that she's ignoring you. Communicate with her that she should listen to you instead of being rude about it and be angry with her.