I have recently been diagnosed with tendinitis/bursitis in hip and shoulder. I have pain in various parts of my body when sleeping. What's happening?

Maybe fibromyalgia. When you have this type of non-inflammatory pain one must consider fibromyalgia. Many of the fibromyalgia tender points are near bursitis and tendonitis locations your notation that you have pain in various parts of your body suggests fibromyalgia.