Take a look at the blog of Sami Inkinen (if you google him, you'll find him).

He is an ultra triathlete, and a winning one, and is very low carb. He has a series of graphs on his blog, showing how, once he went low carb, he could exercise longer without hitting a wall, because a greater percentage of his energy was coming from fat, and even the leanest athlete has several days worth of fat to draw on.

I think I would assume, if you are in ketosis, that the issue is dehydration and loss of electrolytes. Try drinking a quart of water before your Zumba class, with enough salt in it that you can taste the salt, but just barely. If you start with hot water and the salt, it'll dissolve more easily, then add cool water to make it taste better.