Ok interesting. Myalgia (muscle pain) is a known side effect of Lantus (glargine based insulin). Have a look at your PIL. It doesn't affect many people, I think it's in the 1 in 10,000 category but of course it's impossible to say if this claim is accurate.
I put up with pain in the shoulders (mainly right side) for about a year, making it really difficult to stretch for anything.
When I changed from glargine (Abasaglar) to Levemir all my pains went away within a few days.
They do say that diabetics are more likely to suffer from frozen shoulder but the fact that you have leg pains points to systemic issues. it might be worth trying a different basal insulin if you can get a medical appointment.
Generally, I'd say try and talk to your medical team.