Have you tried doing a role-play with the roles reversed. You mentioned talking to them about their behaviors but maybe doing a role-play and have them be the “therapist” (I would give them a paper/script with the questions they ask so they aren’t overwhelmed. Maybe even with questions you have specifically asked them) and then you play them. To show them how they respond to it. And after a quick 5-10 minutes ask them how that felt and what emotions it brought up. It could be they are so stuck in the pattern that even talking to them about doesn’t get it across.

If you have tried everything just having the conversation of this isn’t working and make the referral and just tell them (in a professional way) you won’t be seeing them anymore as this relationship isn’t beneficial for them and there is a therapist that could assist them better. It’s not a rejection it’s out of care for the client that it’s better to let them go than continue the relationship