Hi Sabrina! So glad you're enjoying the series and that you're beginning to incorporate dolphin and forearm balance into your practice - its one of my favourites! If your elbows are slipping it is likely due to a lack of mobility or stability (or both) in the shoulder girdle. I would suggest you try two things in dolphin and then try moving into pincha over time:
1. In dolphin, you could try turning your palms toward the block (pinkies toward the ground). See if that frees up the shoulders so you can engage the action of hugging the elbows in. If that helps then perhaps you already have strength but could work on mobilising the shoulders.
2. In dolphin (in either arm variation palms down or in) really focus on pressing the floor away from you and imagine a basketball between your inner elbows that you are squeezing. These actions will help stabilise the shoulder girdle and engage big muscles like the pecs and lats. If you aren't sure where those are do a quick google search so you can identify where they are on your body and then try to engage them strongly to created stability. Sometimes it's a matter of not just building strength but actually training the brain body connection to use the specific muscles we want.
I hope that helps!