Did your Sacrum MRI show the presence of a Tarlov cyst on or near one if your sacral nerves? My scenario after lumbar surgery is similar though the nerve pain is concentrated in the buttock not the tailbone. After surgery I was diagnosed with a Tarlov cyst on my S2 sacral nerve. Tarlov cysts are often unreported on MRI’s or if they’re reported it’s as incidental findings. While rare, They can cause symptoms similar to yours. Most doctors do not acknowledge they can cause symptoms. I have had to seek medical advice/care outside of my medical system. It’s worth checking on before you endure the cost of a caudal ESI.