To think this is rude

I agree, rude and very bad manners indeed.

It IS rude! A bit like breaking into a foreign language that the third party doesn't speak.

I would have walked out. End of.
Dont say you are busy, say how rude you found her behaviour,
You have nothing to lose.

If it just happened once, it could have been excused as, indeed, a long-running family joke that would take too much to explain. However, to continue to make you feel uncomfortable and to exclude you is actually more unkind than rude. I'm sorry that your friendship is suffering and hope your friend will try to visit you for a change, perhaps to restore the balance.

You are definately not being unreasonable Oldwoman, they were very rude and mean, which makes me think that this woman is not the "friend" that you thought she was.
I am in agreement with MawBroon and would have just said, "Right, I'm off, I'll leave you two to it".
If you still want to go over to see her, tell her that you would rather it be just the two of you as you were uncomfortable last time when her cousin was there and couldn't join in their conversation.
Just tell her, what have you got to lose.

I'd drop that " friend " like a hot brick, after telling her what I thought about their " private joke ".

Such bad manners, I agree with Maw & Buffybee nothing else to add.

Of course it’s rude and not something a friend would do, consciously leave you out of the conversation and not only once but a few times now.

I would have walked out and left them to it.

Sorry to hear this has become more of an upset rather than a friendly get together for you now Oldwoman

If you like the person apart from this why not just simply tell her how uncomfortable it made you feel? Shame to lose a friend after one incident.

My ex DIL did this to me once,
I just left, it was all soon over as she needed me more than I needed herand I knew she would not cut me off from my GD.

Couldn't you just say, "Come on. Let me in on it then". Seems a shame to spoil a friendship over such a little thing.

I agree with gone girl. Best to raise it at the time. Don't make a thing about it. Just let it go.

Yes, it was rude. I agree with Maw and Buffybee.
If it was a one off, then I think Nonnie raises a fair point - if you are fond of this friend, then tell her how upset her behaviour had made you feel when you last visited and let's hope you can both move on from the incident and put it behind you.

Agree that it was very rude. I'd have followed the suggestion to get up and leave them to it, telling them why!
By the way is the distance from her home to yours much greater than from your house to hers???

You could generally explain the joke if you were trying to be polite. Other wise it is very bad manners.

Surely it's the same distance for you! Invite her to yours.

There is no excuse for this behaviour Oldwoman this woman and her cousin were putting you in a most uncomfortable position, you were very tolerant to put up with their antics, it was just plain rude. Why does this woman have to invite her cousin each time you visit then proceed to have these 'in jokes' together surely knowing you are left feeling excluded? I wouldn't need an excuse next time I was invited, I'd ask if her cousin was also going to be there and if so, I'd say "no thanks, I come to see you, not to sit there while you and your cousin make me feel daft for coming". I'd have to let her know I was annoyed.

Yes, she was both rude and unkind.

As mcem said, surely the distance between your houses is the same!

So, I would ring and invite her to your house, and say it is your turn to visit me! If she refuses, she is not really a good friend.

I think I would ring her as she’s asked you again and say you would love to see her but there’s not much point if her cousin is there too as obviously they have family stuff to banter about and you can’t join in.

Call her out as it’s rude.

I’m with Maw

If it’s a one-off I’d let it go.

She won't come to me as she doesn't like driving and only goes as far as her local shops.

Her cousin has only recently resurfaced after not contacting her for around 30 years and I did wonder if she was trying to cement their new relationship by using jokes only they understand, although I still think it is rude.

I have decided to "back off" for a while so they can get properly reacquainted before I visit again.

Oldwoman - It's a new year full of possibilities (as I keep telling myself!). Perhaps you can step back at least a little from that friend and see more of others, get to know new people. You may find that being 'busy all week' leads to new contacts and people who welcome you. Good luck!

My DiLs family speak another language amongst themselves. Her parents often invite us to their house but the conversation soon lapses into their language. DH and I have often felt very excluded. As they can all speak English I find their disregard for us as guests difficult.

Yes very rude OP. Anything that makes one of the party feel excluded and uncomfortable could be deemed so imo.