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To my knowledge she has not openly refused him and how could she, she is the queen but he is the king and her husband, and in their culture she was not going to be standing up to him regularly.
The one instance that comes to mind of refusal or disobedience is more in Hamlet's conversation with his mother when he urges her to go not to Claudius' bed any longer and to not allow him to get from her the gist of their conversation, no matter how much he is affectionate with her or flatters her.
Perhaps it was this conversation and the resolve she has to move forward thanks to the deep guilt that she felt that would allow her to refuse his order.
Of course it could also be simply that Shakespeare decided she ought to die and this was a ironic a way to do it as any!
In Act 3, scene IV, Polonius, Claudius's closest and most trusted adviser, issues her some instructions that we can assume came from the king or which are, at least, approved by him. Polonius tells Gertrude, "Look you lay home to [Hamlet]. / Tell him his pranks have been too broad to bear with / And that your Grace hath screened and stood between / Much heat and him." Her instructions are to really lay into Hamlet, to really make him feel guilty for his behavior toward his step-father/uncle. She is to tell him that his pranks have caused a great deal of trouble for her and that she has had to defend him to the king, causing trouble in her own relationship.
She does reproach Hamlet, but she does so relatively gently, and instead of her impressing upon Hamlet the discomfort his behavior has caused her in her marriage, he successfully impresses upon her how wrong her marriage is. She cries, "O Hamlet, speak no more! / Thou turn'st my eyes into my very soul, / And there I see such black and grained spots / As will not leave their tinct." Instead of Gertrude scolding him, Hamlet scolds her. This scene suggests that Gertrude may be susceptible to other ideas about Claudius; it's not clear from her behavior what she takes away from this interaction. Perhaps Hamlet here plants the seeds of doubt that cause her to refuse Claudius in the end.
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