Coccydynia is fairly common, and a benign cause of pain directly at the tailbone.
It doesn't really radiate. So pain anywhere else is likely not related. Spinal stenosis
may also cause pain down in the sacrum/coccyx region (even if it doesn't cause leg symptoms). Sacroiliac pain is usually low but to one side or the other. It can be felt from back to groin and even down the back of the thigh.