I have had the same burning in my glutes ( inner) and upper posterior thighs for 3 years along with leg weakness, bladder issues and other issues along the S2 nerve dermatome. It is caused by a Tarlov Cyst on my S2 nerve as a result of a fall. Does it feel lime you are sitting on a block of wood? Look up Tarlov Cyst. A sacral- not pelvic- MRI is needed. Often radiologists don’t report them because most doctors believe they are asymptomatic. I’m having surgery to correct it in several weeks.