Ugh, that's awful. So sorry that happened to you.

I would definitely say something to the teacher (whether or not s/he is part of the clique) and probably to studio management if the teacher isn't the owner. IME, sometimes it's just one teacher's classes that are super cliquish, while others at the same gym/studio are more welcoming - are there other teachers whose classes might fit into your schedule? Is there another studio convenient to you?