Why wouldn't u be alive? The clot usually just sits in your leg until it passes to the brain - only then you'll die. But since it impacted 2 legs simultaneously I doubt it is the one. Lack of pregabalin effect suggests that this is not the Central Nervous System problem, however, burning sensation does hint lack of blood circulation / nerves.
I have an ovary inflammation and my right leg has a similar pain.
High glucose levels can trigger peripheral neuropathy but it seems you have a constant pain all day long?
Have you tried compression socks?
Have you checked any cancer markers?