A situation that may require seeing a doctor to identify where the lateral femoral cutaneous nerve is
under compression or entrapment of the nerve. This nerve supplies sensation to the skin surface of your thigh.
Are you addressing tension in the front of the hip?
Nerve can compress against waist of pants, waist of underwear exerting pressure causing pain.
Have you tried a different size/thickness belt?
Or a belt made out of different material?
Pants with a different waistline?
Other causes include local trauma or a disease, such as diabetes.