To think this is rude

A lot of people are suggesting being blunt and saying how the private jokes make the OP feel. But mostly couple with the ultimatum of "so if you don't stop, I'm leaving/ending our friendship/etc" How about a half-way measure - express how you feel but without the implied ultimatum which immediately has the effect of leaving a nasty smell. Try the explanation, then see over the next couple of visits whether it has made a difference. Then reassess your next step.

Extremely rude and unkind, suggest she visits you, because you have always visited her and it might be a change, she must surely be able to find a way of coming to you, or otherwise dont visit as often, now she has a long lost cousin on board.Good Luck

I agree - it is rude. Maybe stay away and don't be her puppet any longer- find some new friend who values your company and the effort that you go to to be with them -

If you decide this friendship is worth saving Oldwoman why not drop her a line and tell her how you feel?
From your post, it seems this rudeness has happened more than once but was so drawn out this time you were on the point of leaving.
Some people have no idea of social graces and this may be her cousin's ploy, from jealousy, having heard what a good, kind friend you are, always going to her house.
I'm sure they probably saw from your facial expression that this had hurt you.
Your friend may be complicit, or may be bitterly regretting going along with her cousin's manipulation which said, "She's MY relative, she's only YOUR friend."

I hope it all works out for you all.

Very rude. I would be questioning whether the friendship is worth saving, this woman seems to be using you.

It is rude! It reminds me of the 'talking behind hands' we did as children. I found that rude back then, too. So, I never did.

Another more modern day equivalent is when someone discusses something they've seen online or something they wish to buy or, a photo of the other day at the beach etc. and they only show it to a few people around them. It's worse if it's a funny video- because then the person who didn't see it feels more excluded. And as if they're really missing out. Especially if it overtakes the conversation.

It happens to me all too often. I feel that if the person wants to share something on their phone, they are tgen obligated to ensure everyone saw it. But that, too, can seem like an awkward hardship. But it might, at the very least, put an end to the thoughtless practice! ;D

After reading your post again, I see that it wasn't a one off at all, and that the cousin has been there several times when you have visited and the "in-jokes" have happened on more than one visit. In that case, I think if the friendship is important to you, you arrange to meet up without the cousin being present, even if that means taking your friend to a different venue. You say she never visits you because she can't drive, but could she use public transport /taxi to occasionally come to your house, or as others have suggested, is there somewhere nearer to her that she could get to, where you could meet up? As you describe it, it does seem as if you do all the running, so to speak. If you are happy with that, that's fine, but it seems as if you are becoming unhappy that her cousin is there regularly when you visit, and the in jokes continue - and it is that that needs addressing. Perhaps this friendship has run its course? (Only you can know that, though).
I hope you resolve the issue, but feeling uncomfortable every time you visit can't continue.

Its possible that they don't realise they are being rude. Some folk lack conversational skills. She obviously enjoys the friendship or wouldnt keep inviting you. I would tell her that you feel awkward when they do that. I wouldnt end the friendship without seeing what her response is.