What could cause severe rectal pain, pressure and a burning sensation in and outside of rectum and leg as well as my left buttox ?

Abscess: You don't say how long it been going on , but if this is progressive and worsening over a few days this may be a perirectal abscess...Hope this helps.

Several possibilitie: Things that can cause severe rectal pain include abscess, thrombosed hemorrhoid, and anal fissure. More chronic rectal pain may be due to muscle spasm or nerve entrapment. Over-exercising, particularly bicycling, can cause this. You should be seen by a physician to have this further evaluated.