I have been suffering from coxxys pain for several years now. It comes and goes. I use cushions, especially in the car. My Chiropractor can really help but as other people have said, it comes back. She says that postures like crossing your legs is really bad for it.
When the pain is very acute, the only way I found to get it to settle is to crouch down, hold on to something or even put my head on something, take a deep breath and relax the lower back/coxxys area. It works wonders.
Thank you for the yoga exercises. I will try them. I have been looking for exercises to help this but no one I know had any good suggestions.