Thanks for the replys and suggestions. In the mean time we have been able to address the issue very well. We discovered a earlly good doctor:
Dr. Rose (New York) who specialises in Dance injuries and prevention. He is director of the Harkness center for Dance Injuries and knows what dancers want/need and how to address things
effectively. Although it is a longer term recovery process we are well underway.

I do apologize if this answer comes too late. Since I work in a hospital, I asked a orthopedic technician about hip bursitis. In a very general sense, he commented that hip bursitis is usually the result of not enough exercise (someone who sits on the couch in front of the TV too much).:(

I would definitely get second and third medical opinions on this one.

My experience with sports injuries (including various bursitis problems - though not in my hip)suggests that you're training too intensively. You must ease back and let the inflammation subside. Bursa problems can take 3 - 6 months to clear up. They don't usually stop you training but they're painful.
You should go to a good sports physiotherapist (one who works with a local sports team) who can deal with the specifics of your problem and make suggestions. If it's not gone in 2 weeks, DON'T ignore it