If sciatica pain was caused by free fluid from ovarian cyst, should surgery have relieved pain immediately? or might it take a few days to resolve?

Interesting: Depends on how large the cyst was and for how long it was compressing the nerve. Usually, ovarian cysts do not compress the sciatic nerve/femoral/ or cuteaneous nerves. If the nerve pain was compressive should be alleviated in 1-6 months.

Hmm...: Well sciatica generally is not caused by anything in the abdomen, so highly unlikely the fluid from ovarian cyst caused your sciatica. I would have your doctor get an MRI of your spine if your sciatica doesn't resolve in a week or two as the most likely culprit will be a herniated disc.