Hi Angela
I was first introduced to diaphragm breathing in Spinning classes, it didn't really click until Pilates. Kries, Stott, Living Arts - they all cover it but I think Suzanne Deason's warm-up in the Balance Ball workouts is the best. You get the rhythm during the warm up & then use it throughout a Pilates workout. On the good videos & in mat class, it's constantly reinforced. It quickly becomes a habit in cardio work (or at least till you go anaerobic & quit thinking).
Since you're running so often, have you considered that the source of your hip problems? But back to your instructor's suggestion, many of us have muscle inbalances that result in chronic pain. Pilates or yoga can help you with muscular balance. I don't understand why weight training would be a negative but I'm not a professional.
Another thought is that your hip flexors might be really tight from running & Spinning. Pilates helped me a lot with hamstring & hip flexor flexibility. I believe you can get the same benefits from yoga.
Debra