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I hope I can help you here, and I am so very sorry you are in such pain. Please understand that on line no one can state anything with certainty or diagnose; I can only give my best guess based upon what you wrote.
It is quite possible that you are describing something called "Intermittent claudication" Intermittent claudication refers to pain that is more typically described as burning, and its hallmark is that it comes on during some sort of activity...such as walking. Intermittent claudication is a result of peripheral vascular disease (PVD). In this, veins get partially or totally blocked, (yes, could be a clot) preventing oxygenated blood from feeding the tissues. Pain is the result of tissues that are starved for oxygen. If this PVD, it can range from extremely mild to severe cases that cause ulcers and even gangrene.
Yes, if this is the case, a doctors evaluation is called for; especially as the pain is so very severe and so very sudden. I do agree that an ER visit is good idea just to eliminate the possibility that this might be PVD; untreated PVD can be potentially quite risky.
Here is further information regarding this: http://www.vascular.co.nz/intermittent_claudication.htm