What I meant by “being forced to support” is that entering into a contract with me to supply training space at an agreed time in exchange for money does assist me in my aim of training people in, and therefore promoting, an activity of which they disapprove. Without their room, particularly if it were the best or only location available for my purposes, my plans to train people in violent skills would be retarded. So, the support is in the logistical rather than the moral sense.
In the end it will come down to force, for if the state insists that I must use the room and the owners try to prevent me, perhaps with a sit-down strike, then physical force would be required for me to be able to continue. This would make all parties villainous in my opinion.

Fair enough. I would disagree, as in the situation where there is no law and I go elsewhere, then both I and the state would be innocent of any immoral acts, leaving the bigots as the sole villains. I much prefer this outcome.