It sounds like you might have a tailbone injury and are getting some referred pain (the pain can turn into sciatica and move somewhere where the injury is not).
I currently have the same injury and it's weird how the pain can spread to random places like sometimes down my leg, in my hips, in the lower back, etc.
I've actually found yoga poses to be very helpful for easing pain when the pain from my tailbone area starts radiating where it shouldn't, like I just wrote on another topic, the Cobra stretch, the Cat/Cow stretch and Child's Pose.
Stay away from pelvic floor/ kegel exercises, those might hurt the tailbone even more.
If I were you I'd go in for physiotherapy, and get some x rays or MRI.
In the meantime my best advice is heat and ice your tailbone. Do not put a lot of pressure on it. Look to see if you can see a bruise at the site, if so it may be bruised or even fractured.
Do not sit down against the tailbone, either use a wide donut (typical donutes are meant for the genitals not the tailbone, so if you get an average donut you might have to cut it so there is an opening in the back so that your tailbone does not touch the end of the donut seat) or when sitting in chairs lean forwards or sit upright on the edge of the seat with straight posture.
Take more fiber, metamucil, or magnesium oil and drink plenty of water to soften your stool because it definitely helps ease the discomfort while straining during bowel movements.
Sex may hurt or cause discomfort too, so be careful. If it's a tailbone injury, which your physiothrapist and doctors can decide, it's pretty easy getting by as long as you remember to keep off of it. I find it a bonus that it's forcing me to have good posture while I sit down. I had to stop bike riding and kayaking which is depressing since it's summer, but oh well!
How about seeing your doctor!