Sounds like you are being careful not to sit on your tailbone.
There are some big ligaments along the pelvic floor that attach to your tailbone. Could your saddle be the wrong shape, so that pressure is being put on those ligaments? Could your saddle have too much padding/cushion for your build, so that the excess cushioning is jamming into the ligaments? (or even jamming into the tailbone itself enough to cause pain)
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