D.B.
I thought about sciatica as well, although usually it is more in the back on the side and not the front - the pain can shoot down one leg. It's very common in pregnancy and not harmful assuming your leg doesn't give out and make you trip. I had it for years and it was worse during pregnancy - I've not gotten rid of it since I've strengthened some muscles as well as my immune system.
However, yours sounds like it's more superficial, right? More on the skin and not so much deeper inside, where the sciatic nerve is. I'd consider shingles as well. Shingles follows a nerve and it tends to be in a line that way - so that might explain why something seems to be moving in one region of the body.
I agree that immune system support is important, but I'd be very very careful about just buying one vitamin or vitamin complex. That's not how immune systems benefit - our bodies need more comprehensive support. There is something you can do that is not only safe during pregnancy, it's safe for kids as well. But it's not an overnight fix.
I'm not sure it's a problem to put heat on your stomach - it would take a long time to raise the heat in the uterus and you're just talking about your skin. They probably told you 20 minutes on, 20 minutes off, right? That should be fine. I'm not sure if it will do any good, but I can't imagine it would harm the baby. It's not like immersing yourself in a super hot tub for an hour!
Let us know what happens.