pudendal nerve entrapment

[KnottedYet]

Funny, it doesn't hurt while on the bike, well the lower back does but not the tailbone itself.

Doesn't hurt while you're on the bike.
Pelvic floor therapy isn't helping.
Does it hurt when you lift OFF of the saddle?
Is it more tailbone pain, rather than pudendal distribution pain?

It doesn't sound like pudendal nerve entrapment. It sounds like a saddle that is forcing you to weightbear on the floor and causing tensile stress to the tendons and ligaments that insert on the coccyx. (in turn deranging the sacrococcygeal joint) The tensile problem is one of those odd things that doesn't hurt under pressure, but hurts more when the pressure is relieved. Which is, of course, the exact opposite of the symptom pattern of a neural compression problem.

Ask the pelvic floor PT to measure you for saddle fit. Check to be sure that your saddle top isn't too domed or too padded.

I'd be looking for mechanical causes before injecting the nerve. Especially when your concordant sign is low back pain!

(if your PT doesn't know how to measure for saddle fit, there are several threads here that describe how and that also explain how the saddle measurements need to correlate to your lateral-to-lateral ischial tuberosity span and your point-of-contact-to-point-of-contact span. Note, this is NOT pelvic outlet span!)

[KRISG]

This is indeed something very painfull . I suffer from it 6 years now .
The only thing I can ride on is a recumbent bike .
All info about it here http://www.pudendalhope.org

Kind regards