hip bone connected to hip bone?

Hip osteoarthritis pain can occur as referred pain to the knee so I suppose the reverse is possible. Or you could have arthritis in your hip as well as the knees. If it doesn't resolve in a couple of weeks see your doctor. Or it could be nothing and go away on its own.

You can have tight muscles in your lower back pressing onto the nerves going to your hips and legs to cause that pain in your hip. You can get rid of that pain by freeing up the muscles in your back and here's how to do that:

Back:

(do from a sitting position)

Place your left hand on your left leg next to your body. Place your right hand over your left shoulder, fingers over the back and the palm in the front and firmly pull down on them and hold. After 30 seconds slowly lower your body forward and to the outside of your left leg, keeping your left arm fairly straight as you do. When you reach your lap remain there for another 10 seconds, release the pressure but rest there for another 30 seconds. Then reverse your hand positions and do your right side.

For best results relax your body first by taking a deep breath and exhaling then remain this relaxed.