Hi Buddy,
First and foremost you please give details of the exercise program designed to you by your physio.I think,then only physios over here can guide you more efficiently
when shoulder is dislocated once.the normal support and stability provided by the capsule ceases,especially in extremes of ranges.
during as day to day activities we are using shoulder mostly in the middle range.here the stability is provided mainly by the muscles,especially the rotator cuff.in your case more emphasis should be given to the rotator cuff muscle.i Hope your exercise programme includes strengthening ex to these muscles.