This should have been posted in the hand review session, but maybe a moderator can move it?
Preflop
Its never to bad to open a pocket pair, but with somewhat short stacks and from early position I prefer to fold the smallest ones like 22.
Flop
You flopped bottom set on a very wet board in a multiway pot, and I am not going to sugarcoat it: Slowplaying here is really bad. You are basically just asking to get drawn out on and end up paying off someone with a straight or flush.
Turn
The opponent bet 1000 into a pot of 7000, which is completely ridiculous sizing by him. If I ever saw the turn like this, I would check-jam and be done.
River
Even though you technically improved to a better full house, its a counterfeit, and you now lose to even 33. So folding here is certainly the right play.
Conclusion
I know, you shared this mostly to show, how you espaced from a cooler situation without going broke. But this is results oriented thinking. By not fastplaying in a spot like this you are leaving a ton of value on the table in the long run. The only thing, you did really well, was to get away from a counterfeited hand on the river.
interesting and crazy constellation of cards here