A common issue people have with split squats, is they get a stretch, sometimes pain in the rear elevated hip. This is almost always down to them being too far forward from the elevation, and it causes their rear hip to go into too much passive extension. Which tugs hard on the capsule, giving you that gross stretch pain.
This photo, of a client, who wasn't having the pain, however the position is the one that can cause it for some people. The green line on the picture designates ideally where to put your rear femur.
Another reason people can get rear hip pain, is that they're trying to push through the back leg to aid the movement. This is very common in this extended position, since it's super easy to just turn on that back quad a little, to try scissor your way out of the gross-ness of split squats. So be wary that this may be causing you the pain, and if it is just do a few reps less, or possibly drop the weight being used until you have full control again.