My draft will do this occasionally. He'll try to rub me up against the arena wall. Basically I'm told to put more pressure on my outside leg to move him away before he gets the chance to get close enough to the wall. If he's not responding to my leg, he gets a little pop on the side with the riding crop and then will move away.
It's her trying to take control of your ride basically. Saying she will stop in her terms. You have to anticipate that she is going to do this (which it seems like you know it's coming) and then work on moving her into the direction you want. I know it sounds easier than it can be to do.
I've had my legs rammed into the side of the wall before it finally got through to me what my trainer was trying to explain!