I think that word is too specific to exist. May be,it is in Sanscrit or in Hindi. Otherwise you will have to invent it. :) In that situation we may say "Ты просто читаешь мои мысли"or "Вы просто читаете мои мысли". That helps to relax. I know the answer to person who gives you an advice you needn't. That is "сами с усами" in a relatively polite manner. There is more rude phrase "без сопливых". I realise that my answer not exactly what you need to hear, but you have given me some kind of inspiration.

The Tagalog word for it that is used especially when in regards to work or meeting deadlines is "nakakarindi". Example: Sabay akong inuutusan nung dalawa. Parehas naman ang sinasabi nila. (They're both telling me what to do at the same time. They're saying the exact same thing.) Nakakarindi na talaga. (I'm getting real close to that point of frustration.)

vexation

Hmm..Neil, why do you say English lacks such a word? It simple depends upon the current mood of the individual. It might be frustration,chagrin,disappointment,annoyance,anger, furiousness at least. In most of the cases the annoyance would fare pretty well.

I think there's no word for that in Finnish, either.