Triathlete who needs help

Hi, I'm a triathlete who has been competing in sprint triathlons for four years. I've recently been increasing my cycling and running mileage as I'd like to start doing longer distance triathlons next year. I've been really careful not to do too much too soon.
I've felt a burning sensation in my thighs every now and again whilst lying in bed after exercise, but I've always written it off as tired muscles.
However, after a run (an hour on grass and woodland tracks) a couple of weeks ago I've felt a hot, burning feeling across the top of my thighs whenever I'm sitting down and lying down. In the past few days I've started to feel pain deep in both hips, but the pain is worse on the right side. It's really uncomfortable. I've been to see an osteopath, who said that my right hip is slightly higher than the left and he thinks this could be the source of the pain. He said that this has become a problem as I've increased the amount of exercise I'm doing. He gave me an exercise where I hold my right knee (my leg is bent) whilst lying down and pull it towards my left shoulder. This is causing pain in the muscle at the top of my leg, in the middle of my thigh. I'm sorry that I'm not sure what it's called.
I haven't been for a run since the pain started. Today I tried an hours pilates class. I'm now in agony. Is this burning pain a normal side-effect of an overuse injury?
Any advice would be greatly appreciated.

Sounds like you may have some referral issues with the nerves from the low back. I would get your physio to look into you lumbar spinal movements as well as assess the length tension relationship between your hip flexors and your lumbopelvic movement