While doing lunges had tingling/mild pain down lateral thigh in leg that was behind me. Cause? Okay to try to work muscle?

Yes, but carefully? You can pull the lateral femoral cutaneous nerve during activity that tightens the inguinal area, compressing it. If chronic, o recurring, it is called "meralgia paresthetica.You may have also experienced transient piriformis muscle spasm, which can compress the sciatic nerve of its branches. The problem does not seem to be a disc. I would slowly resume activity. If it recurs, see your doctor!
Lateral thigh pain. Some of the possible causes are iliotibial band syndrome, meralgia paresthetica, and trochanteric bursitis. Tingling sounds like meralgia paresthetica (especially if you're overweight or wear tight clothing) but the fact that it started while doing lunges sounds like iliotibial band syndrome. You could try stretching exercises, ice and nonsteroidal anti-inflammatory drugs. See a doc if no relief.