This does sound like a serious enough problem that i doubt the gloves are going to change unless you get a couple baseball gloves to wear.
It might be worth it to get a bike fit. Sometimes a professional fitter can set you up in minutes with a few small adjustments and then you are painfree.
Other times (my case) the bike just isn't quite right for you. Since your bike is made for women, hopefully it is just a little thing.
good luck!
keep us posted.