I don't get the criticism of pro dancers being "incestuous". It's not that big a world and it's no different from doctors marrying nurses or people getting together in the office. Janette and Aljaz have been a couple ever since they arrived on Strictly.
I think as well where the training is done depends on where the celeb is based. I know from following Susan on Twitter that Kevin has been flying up to Glasgow on a Monday for training and travelling back to London overnight on Wednesday/Thursday so they can train around her filming committments. If Gemma is still doing her radio show in Manchester, Aljaz will be there most of the week with her and returning to London for the studio rehearsals on Thursday/Friday.
Alexandra and Aston were most definitely in the same studio which is in North London, can't remember exactly but Arnos Grove / Southgate area.