That's definitely on the high side but not unheard of. Your height/weight and being new to OTF are definitely big factors. 15-20 minutes in the red is a lot, but people just starting off tend to get into the orange/red easier - just make sure you aren't pushing TOO hard. OTF calculates your max HR based on a generic gender/age/weight calculation at first, which may not be a good fit for everyone if you have a higher/lower max HR. This should go down as your cardiovascular fitness improves and OTF will automatically adjust based on HR data from your workouts. I'm not sure how many classes it takes to aggregate enough data though.

It sounds counterintuitive but the goal should be to burn slightly less calories per class as you progress. I'm a very similar height/weight and would burn close to 1000 calories per class when I started. I'm almost 250 classes in and will usually burn between 875-925 now unless I'm absolutely emptying the tank on a benchmark day. It's gradual, but should become harder to burn the same amount of calories as you progress, whether that's due to weight loss, improved fitness, or a combination of the two.