Pain 1 month after Sclerotherapy. What is this drainage?

You have had retention of coagulum, most likely due t o inadequate use of compression stockings after the sclerotherapy. He/she is planning to make tiny puncture wounds to drain the old blood so that it does not become permanently stained (hyperpigmented). You need to use some adjunctive measures after sclerotherapy to reduce post inflammatory hyperpigmentation. it is those that don't follow such instructions immediately following sclerotherapy, starting on day1 (next day) that seem to get retained hyperpigmentation. I recommend 2 creams: Scleroquin plus and Sclerovase and also Scler-X supplement to reduce post inflammatory hyperpigmentation (see link below) as well as compression stockings for at least 2 weeks.
H Karamanoukian MD FCS
certified vein specialist from ABVLM and double board certified surgeon

Consider a visit to vein specialist so specialist can re-examine your legs. A lower extremity venous ultrasound can confirm if any complication from prior treatments is causing your pain. This way the specialist can manage your care and options to manage pain or further treatments.

Water in your leg sounds like edema.  That problem has multiple sources.  However, if we stick simply to vein disease than it sounds like you need a better evaluation of your veins.  Look for a qualified vein specialist who can guide you.  An ultrasound would likely be done and may address your ongoing issues.  Good luck!