I suffered a severe tailbone injury as a child rollerblading. My tailbone was bruised and broken and ended up healing in a crooked position. I did not have tailbone pain for another 18 years after it healed.
Fast forward to 2 years ago when I was excessively sitting for weeks writing my thesis for grad school and I began to notice tailbone pain again. There was no 2nd injury, this pain resulted from excessive sitting, but did not go away after I was done writing my paper. It progressively got worse and made my life a living hell. I went through 1 steroid injection, acupuncture, trigger point injections, manual coccyx manipulations, and 1 nerve block, none of which significantly helped.
I had all but given up hope and 1 of my doctors suggested prolotherapy, which at that point, I would have tried anything to get the pain to go away. I had 3 sessions of this, about 5-6 weeks apart. After the first 2 sessions I didn't notice much difference in the pain, but after the 3rd session, my pain mostly went away (down to about 10% of what it was originally).
I was pain free for about 4 months until I got pregnant and then my pain came back. Unfortunately my doctor would not do prolotherapy on me while I was pregnant. I had significant increase in pain, back up to the original level during the rest of my pregnancy.
Now I am 4 months postpartum and have had another 2 prolotherapy sessions and am awaiting a 3rd, which will hopefully significantly reduce the pain like before. In summary, the only thing that really helped me was prolotherapy, but I would suggest finding a doctor who is skilled in this as it is an invasive procedure.