Most likely that x-ray is what we call an incidental finding; true, your coccyx has been displaced but is irrelevant. It probably occurred years ago. A newly displaced coccyx is extremely painful and tender to the touch.
So, are the coccyx displacement and thigh pain related? Probably not.
More likely is that fall on the buttocks disturbed one of the sacroiliac joints or the pubic symphysis, or even the hip joint.
If there is anything that you can do that will provoke the thigh pain then that will help make the diagnosis. If you slowly bend forwards, then backwards, and after that to the side does it do anything interesting? Prod and press around and see if you can find any tender places. Using the search function at chiropractic help, type in Slump test for sciatica. Does it reproduce your pain.
What's needed is a careful and thorough examination at this stage, rather than more tests.
I hope this contributes; let me know if any of the above makes sense. Any pubic bone pain?
Dr Barrie Lewis