Yuhi pointing out that no one wants to see her at "times like this", is basically because her friends with benefits are in it for only the fun and don't want to deal with anything inconvenient. Basically like how Aoi treated Yuhi, pushing to get what she wants from her, to then coldly ditch Yuhi once she's gotten it. Though it's Yuhi that perpetuates this by pushing away anyone that cares.
I think the girls Yuhi talks to at school at more casual acquaintances that she can't really go to for something like this. And the "Are you doing okay?" message was likely from Yoshino.
Speaking of Yoshino, I'm wondering if Mashiro was lying about Yoshino confessing to her. Because, in the past it was Yoshino that rejected Mashiro's confession. It's possible they reconnected recently because Yoshino felt guilty while thinking she rejected Mashiro too harshly and ruined their friendship. Mashiro might've been planning to try to get Yoshino again, but the plan didn't work out this time either, so Mashiro decided to settle for Yuhi as a backup again because she "trained her". Nothing Mashiro says can be trusted because as shown with Yuhi, she was only telling her what she wanted to hear.