I so know what you are going through...I am now 34 weeks 3 days and have been seeing the physio at the hospital for about 10 weeks now. She does massages on my hips and while that was really working in the beginning, it's only lasting around a day or so now before I'm back to where I started from. Unfortunately, due to my belly being in the way, I can't actually do any stretches or anything.
I had my appointment last week and was told that the ligaments and soft tissue in my hips were swollen.
I didn't so much have hip problems with my son, but had a lot of lower back pain...this time it's more my hips.
I find that I'm worse when I've been sitting for a long period of time and when I'm trying to sleep on my side (and as I can't sleep any other way, have no choice). Walking gets sore after a while too, but initially, it's the walking that helps loosen things up.
I spoke to my midwife today and am going to see the doctor in 4 weeks time to discuss being induced. I was induced 3 days early with DS and was told by the doctor that time that the MW should have gotten me to see her sooner, as they would have probably induced me sooner! I'm not letting that happen this time around.
Sorry for the babbling, but maybe you need to see a physio too.