Thigh/back pain after workout & dancing lasted for 2 weeks then stopped, started again after lots of walking at work compartment syndrome, sciatica?

Probably neither: Sciatica and compartment syndrome are not use-related diseases and neither go away by themselves in 2 weeks. It is more likely both of these areas are referred pain from the hip/knee/ or back which would get worse with use. There is no way to know without an exam and the solution could be as simple as orthotics. You should get it checked out before it becomes a chronic problem

Likely Sciatica: If concerned I would suggest seeing your doctor for further evaluation like an MRI.