Belly band. You can scootch it up to your pits if you need to, depending on where the sore spot is on your hip... Or, depending on your state and open/concealed laws, rig a holster to your strong-side crutch! You can also work on balancing on your good foot, if needed - it'll let you keep your strong hand by allowing you to stand without tying up hands on crutches.
Keep in mind, your crutches extend your reach and can also be used as impact weapons to a point. Use what ya got. If you need to you can stab an offender's foot or whack them with a crutch once they're within reach. If you have aluminum crutches, you can look into adding some weight inside the bottoms for a little more inertia.
Definitely stick with your PT. I nearly lost both legs in an accident in '08 - have a metal rod in my right tib-fib (compound fracture), knee to ankle; have a metal rod from my left hip to left knee (left femur in 17 pieces, shattered like a wine bottle), and a plate/hinge in my left hip (broke the end of my pelvic bone off, where the leg attaches). 2# of titanium in me (rods, screws, plates) - I'm fun at the airport! 6 months of heavy duty PT brought me back though, and now other than the fact I can't run...nobody can tell I've had work done. Standard gait, normal posture, when I'm wearing pants (as opposed to shorts, which expose the huge graft/scar on my right calf from the compound fracture), nobody can tell at all.
Yes...you can see the connection to my username now...
Do your leg lifts, your hip adductions, all your range exercises and all your strength work. It'll hurt like hell, but they won't tell you to do anything that'll cause problems. I wanted OUT of the hospital, so the only thing out of my mouth during PT was "yes, sir...how many?". I tossed all my hardcore pain meds right off the bat, and its been nothing but ibuprofen ever since.
They told me I'd be on a cane forever. Since I'm too dumb to give up...I proved them wrong. I was cane-free less than a year after my accident. The accident was in July '08 - shattered femur, compound fracture tib-fib, 4 broken ribs, 4 broken vertebrae, collapsed lung, bruised heart, torn rotator cuff, and 2 closed-head bruises/bleeds. I was back at work January 3, 2009. By February, I'd ditched the cane. It can be done, it just takes dedication.