Hi SK8R
As a late starter myself, I just want to say well done for taking up skating and progressing through the levels! In group classes, I have always found coaches very helpful when I was asking them how to do various things, so go ahead and ask them if you're not sure. Most of them would actually prefer it if people asked them, as they cannot guess what every person doesn't know, and as you said there's no time to watch every student carefully.
I went from group classes to paying to be coached individually, but that's because I discovered I have a real passion for figure skating (well, minus the dressing up part -- I'd rather just skate in my skating gear, nothing fancy). You get a lot more out of individual coaching, but it can be expensive indeed. Plus you need to do some off-ice conditioning, otherwise as an adult skater you risk injuring yourself by trying out things that need quite serious strength.