Lots of thin people have high LDL (though the incidence is not as high as with overweight people, as you suggest). My own high cholesterol problem started when I was still skin and bones.
It is extremely uncommon for LDL to be not at all responsive to statin therapy, as you experienced. Virtually unknown, and would have to indicate a very unusual metabolism, or possibly a defective statin product (has happened with counterfeits).
Non life threatening muscle and skeletal side effects are not uncommon, such as most myapathies and myalgias; serious ones do happen but rarely in any one clinician's experience. A doctor may never see a case of rhabdomyolysis.
Every patient should have a liver panel every year or so, more often at the beginning of therapy.
I have several friends who have taken various forms of statin drugs, and every single one of them reports severe muscular pain and weakness. Almost all agree that the potential statin benefits are far outweighed by pain and weakness, and no one wants to live their life weaker and in constant pain.