After an inversion yoga class my right leg, shin area started having a strange sensation, warmth feeling with a slight pins & needles feel, 2 days now?

Pinched nerve: "Pins & Needles" shouts nerve. It seems that a nerve somewhere along the line got pinched or traumatized in some way. With various movements, our nerves have to move along and subjected to getting twisted or rubbed. Nerves can be slow to heal. In the meantime topical OTC analgesics can help with burning symptoms. Vit B is good for aiding in healing nerves.

Leg pain: It appears that you have inflamed a nerve, take it easy for a little while, that should make it go away. If the pain is not tolerable ask your provider for gabapentin. If you are not better after 1-2 wks of rest talk to your provider.

Pressure neuropathy: You likely have sustained a temporary injury to the peroneal nerve cause by pressure on this nerve in one of the positions you held during the Yoga class. This should resolve spontaneously with more time.