2lean, in your case I'd ask the gym manager to speak w/her. We have a couple ladies that wear strong perfume but that doesn't bother me nearly as much as the lady we refer to as "Aquanet."
The smell of her hairspray is so strong and bad that it's like there is a huge invisible cloud around her in which it is hard to breathe. I absolutely cannot do cardio anywhere near her.
Also, if she walks through an area, the "entity" of the cloud of hairspray scent lingers for a long time.
Fortunately, our gym is really large, so we just move.