Debra, Just curious...is your instructor telling you to set the AF/On button to CF while depressed and then Lock when released?
It seems a lot of answers related to photography start with "it depends". This is one of them!
I wouldn't stress on this at all. Most of the big animals in GTNP move fairly slowly, especially at a distance. Single point CF works most of the time and if they aren't moving Single Point S gives you lots of time to move focus points around as needed.
Good luck on your trip. Brian, I live here in the Tetons and would take the class if I thought they'd get us in front of the big cats!
Edit: I looked over your list of lenses. The one you'd use the most and missing in the list is a 24-70mm. There are lots of landscape opportunities in that range, especially on a DX body.