The problem with step ups and lunges and most movements is the External Focus. When you’re abd or adducting or lunging its possible to cheat. Basically to move to the limit of your hip motion, then subtly arch your back (tight QL)or move your knee or twist or shimmy to complete the movement.
You’re an athlete and have probably been living with this for a long time, so you’re great at cheating and making up for limited joint ROM with all kinds of tricks. You probably don’t even feel it anymore.
Your therapists were most likely concerned with getting you to some standard based on lunging or steping up, but not based on Degrees of Motion in your actual hip capsule. The external focus is on the performance, like doing a squat or completing a step up.
They probably didn’t focus 100 % “inside” your hip joint. You have to learn how to move your femur independant of your pelvis. If they didn’t put you on the table and cue you to hold your hips square and motionless while they moved your “femur ball” around the socket, they skipped the fundamental step. You need to make those bones “disassociate” or move independently of eachother. This is the Internal focus.
Like taking the race car in for a pit stop to fix things up (internal focus) before you get back out there to finish the race ( external focus).
Regarding the shoulder. There is a little muscle between your bicep and pec that goes across the front of your shoulder. It can get tight and be a problem. Anyway, check out this thread about shoulder impingment and serratus activation.