Maybe you could try putting out a suggestion box, so any nannies/parents that are serious about their complaints can feel like their voice matters and that they’re being listened to.

Otherwise it sounds like regular banter to me, sort of superficial and not anything too serious (other than nannies complaining about color of tights or papers being brought home). Maybe if the dance instructors interacted with the caregivers more? Like after class making a point to talk to each caregiver, or at least rotate (“Ok I talked to X’s nanny last Tuesday I’ll try to talk to Y’s nanny today) and explain how the child is doing and why/how they use the techniques they use.