Is it permitted for a married woman to uncover her hair while exercising with other women?
In general, is it ok for women to work out in proper exercise clothing (I.e. leggings, short sleeves, etc.)?
As long as it is only in the presence of women, she may dress as is necessary for the workout. Generally an appropriate head covering could be found which is compatible with exercise, hence many women have the custom to be stringent and keep a head covering in such scenarios.