You're missing the intonation here. I don't know if you have the audio but it should sound like this: You're not making sense about ANYthing. = Everything you say is just nonsense!

It is similar as saying "What you are saying is not comprehensible" or "What you are saying doesn't form any logical meaning." Simply put, to "make sense" of something means to form some sort of understanding.

"You are not making sense about something" simply means that, you understood what the person it trying to say but you are not in agreement with the things the person is saying, bcos is not meaningful so is not making sense to you... " you are making sense about something" simply means that ,what the person is saying is meaningful and you are in agreement with it. Bcos is making sense to you.

It means 'You better shut up' ,but politely expressed ;) If someone is making no sense in whatever they say, so their silence is much appreciated.