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First, the idea of holding the elbow is that you and the guide are walking with a more natural posture and communication can be streamlined through natural body movement. Give it a try.
Second, I go from gently and politely asking them to let go and explaining I don’t need help, to assertively ordering. It’s great to assume it’s all well-meaning ignorance, but you may end up needing to protect yourself.
I tell the grabbers to please not do that to blind people because it is very disorienting to be grabbed and pulled.
So for the elbow thing, the idea is, as stated, for it to feel natural. However, if there's a large height mismatch between you and your guide, the shoulder may be a better option. In the few occasions in my adult life where I was being guided by a child, I've opted for the shoulder; taking a small 10-year-old's elbow just might not be possible for you. Similarly, young children will generally take an adult sighted guide by the hand, because taking them by the elbow would mean reaching up so far for them that it's not effective or comfortable. As well, if you're walking in narrow or uneven spaces (like a hiking trail along a cliff), sometimes getting directly behind your guide and holding her shoulder is preferable, both because you're now directly behind rather than off to the side, and you will be better able to notice sudden changes in incline.
Edit to add: in general, I recommend making life choices that allow you to avoid having a child sighted guide. Just in case that wasn't obvious LOL. But sometimes things happen.