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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.
The problem is that the pain is randomly thighs, calves, some in lower back and hips too. This feels like when you have the flu, like Muscle ACHES (not PAINS) severe achiness. The answers I keep getting seem to focus on PAINS/SHOOTING PAIN/SCIATIC TYPE PAIN/CRAMPS which is not what I have - it feels like extremely sore muscles....but there should be no reason for it, and it is lasting so far 2 weeks and nothing helps the pain. If it was "just" soar muscles I would think some type of medication would stop the pain so I could sleep.
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.