Is this annnoying?

I have a teammate, black woman, 33 years old. Everytime I asked her a question, if she does not know, she will say" do not yell at me". This morning, I asked which printer shop she sent the drawing, because she said she does not sent to the regular printer shop anymore due to the bad quality. then she said " I can not remember. Do not yell at me?" I asked her in a very normal tone, just like any question at work. This happened a lot before, once I asked which drawing I need to open when I helped her, she said same thing. Then the supervisor (teamleader) asked if I helped her, she said "she yelled at me". She likes to making a joke a lot. But still it annoyed me. And I am not in the good mood this morning, so I told her "I did not yell at you. I just ask a simple question. If I just can not ask a question from you, I would not ask any more. I bet you got worse treatment somewhere else, but you need to find the right target". She never said such thing to any other American ever. I am the only one foreigner in the office. She think Asian woman is really soft, a good target, She always make a joke" What do you cook for our lunch" I said" not a thing, not for you". Why should I cook for her? I trid to be professional, but this really annoys me. Did I overreacted? Do I need to talk with her seriously or supervisor or partner? She is very close to them personally. But what if she badmonth me first, say I am not good teamplayer? I do not ahve this problem with any other one. Shall I do something?