that does sound like a horrible gym experience! first off, they should be leaving you alone. a good gym with good trainers know that it's important to respect the wishes of their clients, and while some might want trainers to chime in, many others don't. my gym is pretty chill. i wear really good ear buds that eliminate all outside sound, and i listen to music or a podcast. but i still have some trouble, and find myself a bit anxious and self conscious when i go if i haven't been in a while. but after a while of regularly going, the routine exercise helps me overall with my coping, and i'm less anxious and self conscious. not only while there, but all day long as well.
if you can i'd try another gym. they shouldn't be bugging you that much. i know my gym even has a separate womens only area, as well (of course they can use the other sections of the gym too). it's a great gym. i think i'm pretty fortunate in that respect.
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Nothing witty here...