Kuraiza, in the last few weeks i've since found out my other two pregnant friends had the same pain, one of whom also went to a physio. My pain has returned to be quite bad / affecting sleep, but I haven't been massaging it. If it's the same cause as mine, it's apparently very common in pregnancy - the muscle ICB (or is it ICP??) on the side of the thigh can become overused if your pelvis tilts with your changing shape and your bum muscles get lazy. Definately go to a physio for assessment as they can treat the muscle thing or tell you if it's something else, eg actual joint issues relating to your relaxing ligaments. If it ends up being your muscle (which can also cause lower back pain because the pain refers there), your physio can give you exercises and tell you how to massage it.
good luck!