If I'm not mistaken, Anna was trying to get rid of everyone who contacted/hired Shue when she was an assassin, then kill her after that because she was convinced that the "Maria(The loving sister)" part of Yuki was long gone and "Shue(The Assassin)" was all that's left. Anna wanted to kill Shue because she doesn't want her to remember how their parents died(They both had amnesia because of the trauma???) because she didn't think Maria could handle the truth if she ever remembers (Anna remembered because of the newspaper clipping of their family dying and hid it from Shue)
But now Anna is conflicted because Yuki is suddenly showing signs of Maria (having a tantrum because she broke something that was special to her and apologizing to Anna) when back then she was already convinced she was long gone.
Despite Anna seeing "Xue"(her killer self) as her sister, she loved Maria(her innocent self) more, wanting her back and seeing "Xue" as breaking her heart.
She originally thought she had killed Maria, and eventually wanted to apologize for abandoning Xue. However, realizing that Maria just shut down her emotions rather than being dead, wanted to sacrifice, hence, "kill", "Xue" so that "Maria" could live on.
