If the pain is only affecting the large muscles of the thigh then that might indicate a proximal muscle problem which may be related to statin. Other things to consider would be a myalgia which can be caused by a wide range of problems including fibromyalgia.
If the problem was a trapped nerve then the pain would be in a characteristic pattern through the buttocks and down the back of the legs, perhaps as far as the foot.
You need a specialist review to determine exactly what is going on. You should try either a rheumatologist is the entire leg is affected or a neurologist if the pain is at the back of the leg radiating down.
I would be inclined to see a rheumatologist to rule out a muscle related problem such as myopathy. You may need tests to establish if there is an underlying connective tissue disease or electrolyte imbalance.