Painful lump in lower left back. Be?

I noticed this bump almost a year ago when I first noticed it, it was very painful. Then the pain went away. It flares up sometimes and the pain comes back and gets bad then it goes away again. One time it was so bad I went to the ER and they did X-rays and nothing showed but the er doctor said it was my bone when it clearly isn't. I asked a doctor about it once and she said it might be fatty tissue and not to worry. The pain is back now and it hurts bad. I also have pain in my inner thigh now and it hurts when I walk sometimes and stretch certain ways. This started about 2 weeks ago. I'm not sure if they are related or not. What can all this be? I just get scared since it is a lump and would like some advice.