Sciatic nerve pain, AKA sciatica, happens when the sciatic nerve is pinched, inflamed, or compressed. The sciatic nerve (colored yellow in this picture) runs from the lower back at the base of the spine down both legs…
picture from Wikipedia
Sciatic nerve pain can be caused by traumatic injury (like a car accident), pregnancy (fetus putting pressure on the nerve), spinal disc herniation (most common), tumors and even carrying a thick wallet in your back pocket! (piriformis syndrome)
There may be others, but these are the ones I read about when I googled “why do I have deep pain in my legs between my hips and my knees?” I vaguely remember having the same problem when I was pregnant years ago, but sometimes I get this pain for no apparent reason.
My sciatic nerve appears to be affected by cold temperatures, or cool and damp weather. Swings in temperature or barometric pressure do me in as well. The pain usually only lasts for a day, but last weekend I was miserable from Friday to Monday. Advil helped, but as soon as it wore off the pain was back. A topical cream containing capsaicin helped, and I hear creams containing arnica do too but I have yet to try that.