I have had similar issues and it has been suggested that I have the steroid shots in the SI joint. I am very resistant to doing this. I have had them in my hip and with limited success and have had adverse effects from steroids, which have left me with multiple joint problems. I have also been told piriformis and or sciatica could be the issue. I have been through quite a lot of PT with some positive effect, although I do believe that that is a good next step. Recently took Meloxicam and found that to be the best relief, but had to stop. The worst part is the pain at night leading to no rest. Makes it so difficult to deal with, even with relief during the day. I completely understand the issue and will be interested to see if you find relief through PT. I have recently done ART, Active Release Therapy, and it was definitely helpful in getting me to stand up straight and releasing the piriformis. You need someone who is specifically trained to do this type of PT. That in combination with the Meloxicam gave me the most relief I have had in over a year.