Welcome Rupert,
Good to hear you are using the hip wheel and couch to hit your target areas.
You will need to see a medical professional for a diagnosis.
No, you should not continue what is causing the electric shock leading down into your glutes.
Working up and down stream of the hip and glutes can help improve these areas.

There are a couple cycling specific Pro Episodes which may be a starting place.
Pro Episode #7 – Solving Problems of The Bike Part 1: Hip Function
https://thereadystate.com/2013/05/pro-episode-7-solving-problems-of-the-bike-part-1-hip-function/