Our nurse from childbirth class said that incredible pressure on the tailbone could mean that the baby is backwards-coming out back of head up instead of chin up. Different positions can help baby flip if needed.
Mines the same way. My doc said icy hot is fine to use. Don't use an electrical heating pad but use one of them rice ones that you put in the microwave. Should help.
Try some muscle rub , hot pads, warm baths, and or some Tylenol.