Coccycodynia is one of the possibility. Warm sitz bath three times a day, will help you. Anti-inflammatory analgesics like Motrin / Advil / Aleve are also beneficial, which you are already taking. The comprehensive treatment entails:
1) kegel exercise
2) deep therapy modalities like electrical stimulation, interferential, short wave diathermy or ultrasound.
3) If these do not help; steroid injection or Botulin injection may be tried.
Age related arthritis (osteoarthritis / degenerative arthritis) or muscle strain / ligament sprain are the other possibilites.
Following measures would be helpful;
1) Anti-inflammatory analgesics like ibuprofen, other analgesics and muscle relaxants
2) Local analgesic gels or sprays / ointment
3) Hot fomentation
4) Electrotherapy like trans cutaneous electrical nerve stimulation: done by physical therapist. Other thing are ice packs, heating pads, electrical stimulation, phonophoresis, iontophoresis, relaxation, and biofeedback.
5) Good supervised physiotherapy: The exercises consist of abdominal bracing, modified sit-ups, double-knee-to-chest or low back stretches, seat lifts, mountain and sag exercises, knee-to-elbow exercises, hamstring stretches, extension exercises, and extension flexibility exercises. Swimming exercises (pool exercises) are best for back pain. Initial stretching and later strengthening exercises are taught.
7) Lumbosacral corset or support or brace
8) If obese or over weight, reduce weight for long term benefit.
9) Epidural steroid shots
You can start the following exercises;
1) Straight leg raising: Lie on the bed with your back and remain in a relaxed position. Slowly raise one of your legs upward and keep it as straight as possible. Count up to ten, and slowly bring down the leg. Do the same with the other leg. Repeat this exercise ten times.
2) Curl ups; lie on the back with knees bent, fold arms across the chest, tilt the pelvis to flatten the back, and curl-up lifting the head and shoulders from the bed / couch. Hold for ten seconds, then slowly lower to starting position. As strength builds, aim to complete one sets of ten curls. The exercise should be done twice a day (both the sets).
You can consult following specialists (apart from your GP);
b) MD in Physical medicine and rehabilitation
Please feel free for your follow up questions.