What might have caused me to have sudden, severe pain in my right hip area while zumba dancing that persists weeks later?

Need work up: How many weeks ago? What have you done so far? It may be mild injury i.e. mild muscle or ligament sprain. It can also be injury inside joint i.e. labrum tear. If you have persistent pain, you may need further work up i.e. xray or MRI. You may try stretching exercise.

Zumba Injury: Zumba requires a highly physical movement pattern. So whether you are new or experienced to the movements, at any time you may twist or move in such a way that could cause small muscle tears or pulls, or joint injuries. Given your pain description, I recommend no further dancing until the pain is gone. A visit to your physician and /or chiropractor may also help speed the healing process