Asking questions in class: how can I "exit" a Q&A when I haven't really understood?
The situation is complicated so there is no simple answer. Over time you and your instructor(s) will have to work out a modus vivendi.

From my point of view as a teacher, I want you to try to continue to ask. I find more students hesitant than persistent - and it's the persistent ones who force me to be clear. 

At the beginning of each semester and often again later I tell the class that any question that occurs to you has probably occurred to many of your classmates who are too shy to ask, so you will be doing yourself and them a favor by speaking up.

Students often start questions with "this is a dumb question" or "I have a short question". Often neither is true, so those are not good opening lines.

When a student seems to be in the loop you describe in your question and I sense that I am not quite helping him or her or the whole class I may say that continuing to struggle with it right now on class time isn't useful. I might cut the discussion short with "Please see me after class and we'll work this out" or "Can you come to my office hours?" 

So final advice: keep asking while answers are useful, be prepared to continue the discussion one on one if necessary. Hope your instructor cooperates.