OK, I'm offering this in the spirit of constructive critism. Take note that I'm not an expert, just a schlum who knows what he likes, and has co-incidentaly been reading a bit of horror/suspence short fiction recently.
Point 1 - I think the entire story would improve without the last paragraph. It just seems a bit weak, for want of a better term. It's got a stronger ending without it. Maybe try and infer it in the preceeding paragraph, but don't state it explicitly.
Point 2 - "My head swam with a thousand questions about what I'd just agreed to, but I knew better than to ask them". He didn't agree to anything, he asked her.
Point 3 - "I stood at the foot of a long, rickety...." This whole section is a bit clunky to me. It's not clear that he's walking along a bridge for the whole section, or where she is standing to begin with. Maybe make her stand at the foot of the bridge before he catches up to her. And why does it end at the middle of the bridge? Although it kinda makes sense as well. Maybe the bridge should get shorter as he walks along it, but now I've though about it, that sounds contrived. I don't know. If I new, I'd be a writer too. But that's your job.
And how is he seeing the scenes? Are they spread out around him while he walks through them, or is he looking over the edge. I know I've gotta do a little work as a reader, but just a hint on how to see it would be good.
Point 4 - "....better way to stay alive for four hundred years..."
She broke off in mid-sentence. "You don't believe me, do you?" Why did she break off? Unless she read his mind! Ahhh, I get it now. But maybe she should pause mid sentence, rather than breaking. The way it's written makes it sound like she just changes sentences halfway through, which is not how I (notice the I) read it.
Point 5 - Again, this is just the way I read it:
I had no choice but to join her after that, though I did my best to keep a respectful distance between us.
...
..
...
She draped an arm around my shoulders. "All in good time..."
She must have really long arms.
Point 6 - "Oh now don't look so surprised," she tutted. "I send them to everybody once in a while."
"What the hell are you talking about?"
"Don't worry, I'll explain everything.
She didn't explain it, and it doesn't seem necessary in the context of the rest of the story.
Just a few niggles, aside from that I thought it was good. If you think I'm talking out my arse with some or all of these, then feel free to tell me to fuck off. And believe me, when I say something is good, that is high praise from me indeed. Very rarely do I read great or excellent stuff.
And for the record, I didn't pick up the Queensreich or Wasp references.

I guess I'm not familiar enough with their stuff.
Man I love being a critic!