Hi there and welcome!

I don't have alot of time as I'm on phone and not at my computer but have you looked into si joint pain? It could be what's going on especially with it beginning at training and then some relief of pain with the injection you had?

Please google SI joint pain then check images to see where the pain can be and refer to. If it seems possible check symptoms and especially others personal experiences.

I hope it helps and I'll keep thinking on this one.

Good luck and prayers for answers and relief.