The lowest part of the spine is the coccyx attached to the sacrum. The coccyx or “tailbone” can cause pain or pain can be referred by the nerves in the sacrum (sacral plexopathy) or occasionally by the nerves in the lumbar spine.
Coccygodynia is pain in the coccyx caused by tear of the ligamentous attachments to the sacrum (somewhat like tennis elbow of the “butt”). This can be treated by PT and injections.
Sacral plexopathy can be treated with epidural injections and an occasional implanted stimulator.
Lumbar origin of this pain is treated with the typical agents; injections, PT and possible surgery.
The diagnosis of the origin of this pain through a good history and physical examination is your next step.