Any additional info is welcomed.
My advice would be to do private lessons in your home, if you have a large enough space. You might be able to use a sports facility or gym at a local school as well if you have a large enough interest. Hefei does have lots of gyms that might offer yoga classes, but they probably can't hire foreigners. You could go to some local gyms and see if they would be willing to pay your girlfriend under the table for teaching yoga classes. However, this could potentially cause legal issues for the gym, so the gym might be hesitant.