Severe thigh pain and lower leg pain after sitting indian style. i use always sit like that for hours & play video games anything i can do to help it.

Lotus neuropathy?: Sounds like compressive neuropathy from sitting indian style too much. I would avoid this and sometimes physical therapy helps.

Ice it now heat late: Ice it now and heat it later. I suspect muscle but other concerns can be vascular. If persists need o see your physician

Hip, muscle, nerve: I'd love to be able to help you, but a more thorough history, physical exam and x-rays will be necessary to give you more answers. A doctor's visit with an orthopedic and/or sports med doctor will likely be your best bet. If I can be of further help, then join my care team and virtual practice at www.healthtap.com/dr-clarkeholmes