I would guess they get help if they ask for it - there are other choreographers working on the show apart from the pros.
Plus SCD is a flagship show for the BBC and the producers are not going to let the pros work without keeping a close eye on what they are doing. All the training is filmed, partly for training vids but also so they know what it will look like on the night and what props etc are needed. I don't know if anyone steps in if they think a pro's choreography is not going well - no one is going to admit to that but it has probably happened.