Is it a faux pax?

I'd say if she's not offering classes at this time and the other place is, take what you can get
if it's like here, there aren't a lot of options................

 

I think that's perfectly reasonable to go elsewhere, esp as they aren't offering the course you need. You don't want to risk her leg with agility, and taking another class will keep her active without the stresses. I always figure active life for a dog is so short, there's no point to waiting. I would often take me dogs to training at another club (even though I was Secretary of the dog club), because the times didn't fit, or I wanted to train on different grounds (helps them get familiar in other environments where they would compete), and it was never a problem. Many of the other instructors and Committee members would train at the other club as well.

That's so great you want to keep up with the training with a baby!