Just from some one who has gone through what you are right now...if you trust what the coach is telling you...keep going. If not, get a new coach who you feel confident is giving you good advice.
I started with my current coach Feb 2005 and my average took a major hit. While I still have work to do, I am seeing glimpses of what is to come. My average has finally stabilized and is slowly improving. My low games are getting higher and my high games are also getting higher. Patience, practice, and time.
I was so disgusted I was ready to hang it up. I'm glad I didn't. A great book to read to help you through this phase is Focused for Bowling by Dean Hinitz. It was recommended by my coach and has really helped.
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"I cannot change the direction of the wind but I can adjust my sails to reach my destination." Jimmy Dean