I would have a complete exam including blood work and a neurological exam done by the vet just to eliminate any possible medical problem including diabetes or low thyroid. The usual cursory vet exam or owner observations aren't thorough enough when you're trying to eliminate any possible medical cause or contribution to a behavior problem.
If you do that and nothing is found and you've gone back through anything that might have caused the behavior change at home, then it's time to start teaching a new response as Curbside suggested. One thing to be aware of is that terriers in general aren't dogs that really like being picked up or sitting on laps and while picking her up may be necessary at times, perhaps a change of tactic that allows her to jump up on something (a stool for example) instead of being picked up when that's possible would be a good idea.
If you do that and nothing is found and you've gone back through anything that might have caused the behavior change at home, then it's time to start teaching a new response as Curbside suggested. One thing to be aware of is that terriers in general aren't dogs that really like being picked up or sitting on laps and while picking her up may be necessary at times, perhaps a change of tactic that allows her to jump up on something (a stool for example) instead of being picked up when that's possible would be a good idea.