If it's as bad as you say I'd say the content of the prescribed Physio treatment is not apropriate! it is possible that you are carrying out these exercises "correctly" but they are not the right exercises in sort/strength or in the frequency/repetitions etc. If you already have a physio you must speak to the physio about it. Not knowing all the details I'd say reassessment is very important ASAP. Who else is involved? have you no diagnosis at all? What training do you want to get back to do? Did you self refer or have a Doctors referral? Sometimes "less" is "more" and more detailed movement analysis and correction is as important if not more than single leg squats which could irritate pain sources behind the patella