Starbird, you're right, it must frustrate him that she doesn't confide in him, but why would he reasonably expect her to? His official loyalty is to Joffrey. I don't think he's annoyed by the lies, so much, because he himself has said she's a rotten liar. He understands that she has to lie in order to survive, though. Her lies about loving Joffrey with all her heart and about her brother's and father's treasons are absolutely necessary if she doesn't want to end up with her head on a spike.
Yeah, for some reason Sandor doesn't strike you as the person you would want to bring your troubles to, now does he But it's interesting that this is the way their relationship started out, with him confiding the deep dark secret of his burns, and then telling her he'd kill her if she told anyone. It's like, jeez Sandor, if you didn't want anyone to know, why tell? Was Sandor simply telling Sansa the story as a cautionary tale because he saw a young girl about to be eaten alive, or was he also reaching out for some kind of comfort and relief from keeping the truth hidden for so long?
Yes, Sansa is tall, so I don't expect it would be too much of a problem. But Sandor has already shown he has no problem kneeling to her level, although I expect now that he has this thigh injury it might be difficult. In either case, I've always pictured him lifting her up somehow..