I picked up a flyer from Holly & Lil about yoga in Spa Park. Not sure if it is the one you have seen and it doesn't have much information on the type of yoga or who runs it. All it says is that it runs Mon/Wed/Fri from 8-9.30 East side Spa Gardens. Also that they run yoga from 12-1pm & 5.30-7pm at Tanner street tennis courts. Not sure how current the information is, but hope that is helpful.
The Kagyu Samye Dzong does have a yoga class in the centre on Thursday nights at 7pm. However the centre is closed for two weeks this Summer so they are having the yoga class outside on 30 July as well as the 6th and 13th August so you might see them as well.