Disobedient story

I’m writing a new short story, and it doesn’t behave. I want it to do one thing, go in one direction, and it stubbornly refuses. Like a cat that walks where it will and doesn’t heed anyone, my story seems to have a mind of its own.

I’m trying to find a way out for my fairy protagonist, but wherever I turn, I don’t see a happy ending for her. Did I put my fairy into an untenable situation?

Do your stories obey you, friend-writers? What do you do if they don’t?