IDK how helpful this will be, but I take Zumba on thursday evenings at the Tuckahoe YMCA (I’m sure there’s other Ys out there but I can’t speak to the quality of the classes at them). Candice, the instructor, is amazing. Most of the people in the class are regulars but there are a few beginners every week and she’s always so good. She will subtly make eye contact if you’re doing a move wrong and demonstrate it again without actually calling you out or making you feel singled out in front of everyone; she’s really welcoming and kind. She’s a larger woman as well, IDK if I’d say obese but she’s not your typical “fit gym girl” body type. I can say confidently that she and all the regulars there would be very accepting of you. IDK how close it is to you though, so I’m sorry if this isn’t helpful.