Scarlet, I may be way off base here and please correct me if I have things wrong. To me, your situation seems way more complex than just being referred to DBT because it might be good for you.
You have a larger life goal that you've been working on -- to become a mother. You wanted the support and help of your T and Pdoc in order to get some fertility help. They were still a little hesitant at the most recent discussion of this. I got the impression (which may be wrong) that going to DBT and your fiance going to therapy was all part of the effort to get their support for fertility help.
If I'm off base, please set me straight. If my impression is correct, then I say just go with the flow, take the class, see what they have to teach, take what's good and leave the rest behind.
For you, going to a DBT group is a Really Big Deal because you have trouble with agoraphobia and the group is held at the county, where there are some bad memories for you. So this is all Big Steps and those steps are really important because when you're a mom, you may find yourself in situations over which you have no control -- well-baby clinics and school and activities.
Being a mom throws us into all sorts of situations we'd prefer not to do. That's just the way it is. We end up doing it for the kid. Because we love them.
If you can do this very difficult thing of getting beyond your agoraphobia and your dislike of the county and doing this group, even if you don't much care for how they run it, then, IMO, you're making good steps toward your larger goal.
If I'm way off base here, please let me know. I may have confused a couple of things that came about close together in time, but aren't related.
I wish you the best and just want you to know I'm really impressed that you've gone to group because it's pushing beyond your phobia. It's like me skydiving (my phobia is falling from a height.) Scary! It would have to be for a very important reason, like saving a life or curing cancer or bringing a new life into the world. I'd do it then. But I'd probably have to wear an adult diaper out of sheer terror. You're doing a really scary thing. And managing to keep your wits about you at the same time. If this is about the larger goal, going with the flow may be in your best interest at this time. It's about so much more than just DBT.