Pilates and yoga are very different. For one thing, the breathing technique of each are just about opposite. In yoga (I do very basic Astanga), breathing fills the belly. In Pilates, you scoop your belly when you breathe in. I cannot imagine a combo class because of this fundamental difference.
I've done Pilates for a number of years now. There are some terrible classes available. Stick with classical Pilates taught by a well-trained instructor. Same for yoga, but I don't know as much about yoga.
I do them each--but not both at the same time. I do Pilates in the mornings--I find it energizing. I do yoga in the evenings--it relaxes me and helps me sleep.
If you like your class, keep at it and learn all you can. You might get interested in other classes and forms of yoga, so keep your eyes open. I recently added a tai-chi class once per week and I'm really enjoying it.
Plenty of stretching in Pilates in my experience.



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