I had coccydinia as a teenager after a fall off a horse but thankfully no fracture. I had physio, steroid injections but nothing worked. I then had manipulation of the coccyx done, which frees off all the spasmed muscles, which is what causes the pain. Thankfully the manipulation is done under GA! This was in the late 80’s so I don’t know if this is a treatment that is still offered but it worked wonders.