It does sound like it is simply a case of 'wrong setup' on the saddle. What is good for one person is often **** for another and your backside also changes with time and weight loss/gain so what was once a great saddle suddenly becomes uncomfortable.
Without more intimate questions being answered, we can only guess but a few other things spring to mind.
You mention haemorrhoids, so I am assuming we are talking about the anal ring and the area immediately around it. Without putting too fine a point on it, what is your hygiene like. Men are not always know for cleaning that area particularly well and the obvious mixed with sweat and left to fester can create sore spots that would mimic haemorrhoids but clear very quickly on washing and applying a suitable antibacterial cream.
Also how often do you change your cycling shorts and how often are they washed? All of this can lead to a bacteria build up mixed with sweat from indoor cycling and gym work.... you see where I am leading?
It is hard to really give any other advise other than look up what haemorrhoids actually are and consult your doctor if you feel it is a problem.
