There aren't a ton of treatments for pain in the coccyx region, which is a serious bummer for those of us who have broken our tailbones. Since it affects me, you know I sought out some remedies! Here's what I have found that works.
Susan Johnson's Protocol
Xin Men (Heart Gate 33.12)
Hua Gu San (Flower Bone Three 55.04)
Hua Gu Si (Flower Bone Four 55.05
Three Needle Protocol
Du 26 Du 26 images the area around the anus and tailbone. This is also the opposite end of the Du channel from it's origin which is in the area around the coccyx. Using a point at one end of the channel (Du 26) can have a strong effect at the opposite end of the channel (Du 1/Du 2).
You could also add guide points to the coccyx on the Kidney channel, using Kidney 5 (xi-cleft of the Kidney channel) or even Kidney 10, the he-sea of the channel, which would mirror the base of the trunk when you view the whole leg as a microsystem for the body. You could add Gb 39, as it is the influential point of marrow.