Sometimes a foam roller is not hard enough other times its exactly right.
Sometimes a lacrosse ball is too hard and the muscles don’t relax.
It’s part of why there are several different tools out there, Find what works best for you and go from there.
You may need to move to something different as things get worked out.

It sounds like your hip are tight. You need to open them up first and improve range of motion any restrictions within the range of motion before you will see improvements with strengthening.
The pain you experience in your thigh could be an impacting factor. It is pulling on your knee to create slack within the system for whatever is tight.
Episode 245: Unglue Your Hips and Thighs
Episode 228: PNF The Prime Movers of Your Hip
Episode 138: Banded Squat Mobilizer and A Mid-Line Reminder

When beginning to work on an area it may be tender. Do short doses that are repeated such as 4x :30 with :30 seconds between each work time.