deep burning of the lateral side of my legs - burning pain point to nerve damage pain and on the lateral just below knee would be peroneal
Upper fibula is where the common peroneal nerve often is entrapped or irritated; with major involvement would have shin weakness, atrophy and foot drop, and knee pain. Often there is a cyst along the peroneal nerve but this is sometime missed.
pain 4-5 cm above the ankle is the superficial peroneal nerve.
It can be released by surgery:
http://bjj.boneandjoint.org.uk/conte...1/131.full.pdf
Though one case had recently been treated with pulsed radiofrequency denaturation:
I saw a case presented last year treated with perineural injections
as per:
Thor, Ju Ann, et al. "Perineural Injection Therapy in the Management of Complex Regional Pain Syndrome: A Sweet Solution to Pain." Pain Medicine (2017): pnx063.