What could be causing a nerve pain in my thigh?

Various: Diagnosis of thigh pain in a fortyish female depends upon whether the pain is in front or back of thigh. In the front, meralgia parasthetica is of concern. On the back of thigh sciatica is suggested. When doctors guess as to the vagaries of mother nature they need info as to "what, where, and when". Then we have improved chance to discern the "why".

Nerve root: Nerve root irritation or skin nerve irritation (meralgia), see a neurologist for a diagnosis and treatment.

Spine Injury: This chronic pain in the distribution as you suggested is the result of an irritated nerve or facet joints or other injury typically in the lumbar spine (low back) which are caused by herniated disks, spinal stenosis or degenerative disc disease, etc requiring further evaluation by a spine specialist.