If you do tell her the truth that you really still are Catholic, and she continues to warn you of abuse by Catholic priests, tell her that it is never right to make stereotypes based on the sins of the minority (only 0.53-4%).
If she were your friend, she should not continue to make jabs at your faith if you are set on becoming Catholic.
Like you, I’m 16, and I have several Protestant friends and relatives, and even though they don’t agree with my faith, they still have respect for me and don’t jab at my faith. If it turns out she can’t respect you just because you switch denominations, than is she really your friend? If not, there are many opportunities to make new Catholic friends via a church youth group. If you must make a few new Catholic friends before telling her, then fine, but it’s not right to be deceptive, even if it’s the only way to keep a friend.
Remember: God is better than any friend that you could have. I used to have social anxiety myself, but a Catholic youth group helped me, among other things.
Know that there are hundreds, maybe thousands of devout Catholics on CAF who are more than willing to pray for you, myself included.
God bless.