Sorry, no offense, but she sounds like a plain, old fashioned SNOOP.
I've got a nephew who has his first "real" girlfriend. I don't ask my sister if they make out, if they're having sex, etc. I mean, what could I do about it even if they were? I certainly wouldn't enlist my kids to find out.
Your friend seems a little overly zealous about finding "information" about your daughter that really isn't any of her business. If you want to confide in her about something, that's up to you, but the constant questioning after what you've tried to say politely would get on my nerves too.
Next time she brings it up, you can tell her, "You know....I'm beginning to think there isn't much to our friendship anymore beyond you questioning me about my daughter and her boyfriend. I'm not feeling very comfortable about that. I'd like to think there are still other things we can talk about."
That might give her a subtle hint.
If it doesn't work, there's nothing wrong with you just coming right out and saying that your daughter's intimate life simply isn't any of her business and you're NOT going to discuss it with her.
I have an acquaintance, won't call her a friend, I know her through some other people. She always asks the most inapproapriate questions. How much money doesn your husband make? You got new kitchen floors? How much did that cost? You flew to Florida for a funeral? How much did that cost? Your husband bought you an anniversay ring? How much was it? Your kids got new bedroom furniture? How much was it? Never seen that sweater before...how much did you pay for it?
I've joked that people should just put price tags on everything so maybe she'll quit asking. It's not like she's a financial planner or CPA, she's just a nosey snoop who is completely centered on what other people pay for things. Don't ask me why.
As for your friend, I might just be kind of blunt with her.
Especially if it's to the point where she's focused on it and worried about it more than you are.
It sounds to me like you have covered the bases with your daughter and her boyfriend and beyond that, things can be private family matters. If you said something to your friend, who's to say she wouldn't repeat it to her daughter and her daughter would repeat it to someone else and that's how a bunch of rumors and things get started that really aren't necessary.
I'm not saying that would happen, but there are many ways we have to consider protecting our kids. Protecting them from a snoop is one of them.
Just my opinion, and no offense intended.
Best wishes.