If it's your tailbone, there's nothing a doctor can do. Tailbone injuries are awful. I bruised mine and suffered from it for a year. That is typical of tailbone injuries.
I refused to sit on a donut so I just lived with it. It took 3 months to notice some improvement but almost a year to the day for it to completely go away.
Sorry I can't give you any better news. It was awful and so painful. My coworker broke hers around the same time and all her doctor had her do was use a donut.