Thank you for your answer.
I am doing regular flexibility exercises done at Taekwondoo practices. Have been doing them for a awhile and not noticed any improvement. In pain or flexibility (which is very poor). Before Taekwoondoo I played football and I feel I lost a lot of felxibility there and gained muscular size (also in the gym). I had a break from squats for more thant 6 months doing Ross's bodyweight exercises and similar and have not noticed improvements.
The only things that helped for a while was doing lateral streching early in the morning, will have to try that again but it seems like a short term help.
Concerning your question, I have no idea how is my hip flexor musculature. I get no pain doing squats, running, front activity with my leg or any other activity which does not include lateral movement of my leg, or the stretching like the one in the original post and similar. I do get the same pain in the left leg, but to a smaller degree. Hope I explained properly the exact position of where the pain is and when it occures?
I want to deal with this finally but have no idea what to do. I doubt a regular doctor would know anything but give me an advice to rest. And I am in a foreign country currently. I would appreciate any drills or streching or advice you could throw my way.