Hi there,
There can be several causes of a bump on the hip like a small
ulcer, follucilitis, sebaceous cyst or a small
abscess. It should not be popped or scratched. This can lead to spread of infection and scarring. Non healing wounds can be due to poor circulation, repeated trauma, friction, immune suppression; diabetes mellitus etc.I cannot confirm anything without examination of this deep hole in your skin. The type of hole and associated features will help in arriving at a diagnosis.