High Body Fat despite exercise/diet changes

I am 42 years old, and 5 foot 5 inches and weight 137 pounds. For the last 5 years, I have increased my exercise routine so now I exercise about 5 times a week including weights and aerobic activity. I recently completed a boot camp with a trainer for six weeks. I am also a vegetarian who eats little sweets. My doctor says I have the heart of an 18 year old.

My body fat continues to range from 33-35% percent. I even lost weight and inches.My trainer is stumped. She suggested that I get the "dunk" test to see if the machine were measuring me correctly.