[Maria]

ESI is epidural steroid injection
opioid medication - classification of medication like morphine, methadone, etc
caudal approach- basically there are varying approaches when doing lumbar ESIs. Caudal seems to the get to the sacral nerve roots and L51 and bathe the area in a general manner.

You can google each term mentioned and get a far better explanation however I'm guessing if you don't know what these are you've not had any such type of therapy and perhaps could benefit by seeing a good Pain Managment doctor (though it sounds like you have one already) and checking some of these options out re your own coccyxgeal pain.

Possilby you can reduce your suffering a bit more. Exercise is a good thing and believe me I'm all for it however there are some periods in a spiney's life when trying to exercise without really knowing what's being aggravated will exaccerbate (bring on and increase) the pain and then you spend more time just trying to get over that flare up so perhaps it'd be a good idea to have some Pain Management type of intervention and then start a very mild exercise plan.

I had a PT that worked w/me for a year while I was getting ESIs, on Neurontin 1800mg/day (for burning pains/neuropathies in my lower extremities) and starting a very low dose opioid pain medication.

This particular PT worked specifically with Failed Back surgery patients which I was after my 2nd spine surgery altho I had the coccyx pain episodically for years prior to my 2nd back surgery but after this it became chronic for a number of years. I avoided sitting for many years except when absolutely necessary like 10 minutes to drive somewhere.