You've done the side-lifts, the banded walks, the twelve-week programmes. The glutes got stronger; the dip stayed. Here's why — and why that isn't your failure.
The hollow sits where your femur's upper prominence (the greater trochanter) meets your pelvic shape, with your genetic fat-distribution pattern draped over that geometry. High, wide hip bones with a lower trochanter create a longer lateral concavity; some fat patterns fill it, others don't. It's skeletal architecture plus fat placement — decided long before your first gym membership.
The muscle everyone trains for hip dips — gluteus medius — lies largely above and behind the visible hollow, under a fascia layer that keeps its bulk from projecting where the dip is. Building it improves strength, stability and overall shape (do it anyway), but it physically cannot place volume into a concavity created by bone position. You were asked to solve a geometry problem with a strength tool.
Train for strength, not for dip-erasure — and if the contour genuinely bothers you, know that the honest fix is volume placement, not another programme. Photos get you a straight answer about what's achievable for your specific anatomy, free.