I'm glad she's giving you some private time with Max. It (class) sounds like an environment for overload on many dogs -- something that would take a bit of time to get used to. Given that, frequenting the place at other than class times might have been a great idea. Too bad the instructor didn't give you more options. But on the other hand, she seemed to be looking out for him and his stress level.
There is a lot you can do on your own or in the company of other people working their dogs. Any clubs near you that might work?
But you will get this with or without classes.