Probably best to work out why your shoulder started hurting.
Is there a structural abnormality, anteriorly rotated shoulder?
muscular imbalance (anterior delts/pecs stronger than back/poor scapular control)
muscular tightness ie pecs/lats/posterior shoulder
Could be many many things
find the cause of the problem eliminate it and allow your shoulder to heal
limit over head pressing and be cautious of pressing
as for treatments
if your tight then stretch/trigger point/restore range of movement
imbalance/poor control then strengthen appropriate movements/muscles as able
as for ultrasound for rehab, it has limited evidence to support it's use, its a good way for your physio to waste 10 minutes of treatment time. Although granted its thermal effect will temporarly make your shoulder feel better.
But yeah probably best to consult your original physio for specifics of a rehab programme. The physio u saw should have done this already but as you say she may not have know much about sports specific shoulder injuries.
Hope this helps