Pain during Pilates?

I’ve always had this problem with Pilates that never seems to go away and seems to pop up most times, and sometimes not.

When doing Pilates exercises that requires one leg and both arms for support, for example, fire hydrants, reverse leg lifts, a side rear diagonal raise, etc. I have pain in my outer hip socket on the leg that supports my body. It’s like a pain in my side butt and outer hip, if that makes sense. Once that pain comes, I have to stop supporting myself with that leg and stretch it out straight to relieve the pain. Once I go back to the exercise when the pain is relieved, it seems to come back most times.

I’m just wondering if I’m somehow doing the exercises wrong, or if there’s a certain stretch I need to do to target the area before I do Pilates. The pain gets really annoying because I’m able to last doing Pilates, the pain in the area makes me have to stop though. 😭