Sorry to see your having such a difficult time with this and I to have sciatica due to the degenerative disease in my spine and this is mainly the only symptoms I have of this disease but a whopper when it happens. That being said mine comes and goes and lasts a few days to a few weeks but at this point I always know it will go away eventually and for at least awhile.
Like you said it is hard to describe it as a pain but it sure is aggravating just the same isnt it?
Here are a few tricks I have learned over tie and HEAT being number one and helping me more then anything else. As for the exercise I find it always makes it worse at certain points in the process and that when I am in a flair is when it tends to do that wouldnt you know it? As it is begining to fade away is when I usually begin the stretches and lightly here not to overdue it.
Walking it out is Ok and I am not sure if this is really theraputic or if it is caused by the restless leg thing associated with it.
I weat some really heavy and tight fitting long socks,like knee hi all the time this is going on since the warmth helps me tremendously like I said and heating pads are not always optional at all times. The heat wraps like therma care and those help when I am up and about and as for where to put it as obviously you cant cover your entire legs with them,the upper thigh helps me alot and for that I use the cervical one as it fits best.
I noticed you said you suffer from depression and if your on meds for that there is one that has been known to help with nerve pain and I wont begint o go into how but it might be worth asking your Doc about if this is going to be an ongoing thing for and I know a few folks who have had good luck with it. There are also several other meds out there that help with nerve pain but it is one of the most difficult pains to treat sorry again.
It seems most folks suffer this in bouts so if it is any consolation it may not last forever and I know that doesnt help alot.
I almost forgot that one of those hand messagers and it doesnt have to be an expensive as everyone carries them now,small,compact,battery operated,is perfect helps a great deal too. One last thing is nice hot baths and I mean soaking long and leisurely here helps for awhile to.
Good luck and sending healing vibs your way.
2 knee replacements & a hip.
spondylosis at L-4,5 & S1
arthritis,sciatica all that being a CPer entails!
If you stumble make it part of the dance!