We consider a non-local free energy functional, modelling a competition between entropy and pairwise interactions reminiscent of the second order virial expansion, with applications to nematic liquid crystals as a particular case. We build on previous work on understanding the behaviour of such models within the large-domain limit, where minimisers converge to minimisers of a quadratic elastic energy with manifold-valued constraint, analogous to harmonic maps. We extend this work to establish Hölder bounds for (almost-)minimisers on bounded domains, and demonstrate stronger convergence of (almost)-minimisers away from the singular set of the limit solution. The proof techniques bear analogy with recent work of singularly perturbed energy functionals, in particular in the context of the Ginzburg-Landau and Landau-de Gennes models.