Unfortunately, pain in those areas can be very difficult to fix. It can come from different structures, and many of those structures cannot be repaired, and are subject to wear and tear as we get older. The best chance for recovery is in finding a good doctor to do a thorough, methodical workup; ask around and see who has a reputation for listening to patients. For bursitis, the relief comes in reducing inflammation, or treating underlying conditions like gout; for sciatica the treatment may be surgical at some point. But some docs just focus on one thing and when it doesn't get better they stop; you need someone who listens, and who keeps looking for the right answer.
As for yourself, the best thing you can do is find an exercise that doesn't aggravate it, like water exercises for example, and getting as fit as you possibly can. Your symptoms are often aggravated by being overweight, and so getting your weight down, if you are overweight, is one of the most helpful things that can be done.
Thank you for the information. You're right I need a doctor that listens and looks further.
Michele