Nasty injury. It happens.
There are two reasons the initial fracture was missed. Firstly, it's common knowledge that a fracture without separation is often not picked up for a few days - until it starts to swell making the fracture line visible. Secondly, there is so much bowel matter there, it's a very difficult fracture to spot. Did a specialist radiologist not read the X-ray?
It's unlikely that there was anything lost by your MD missing the fracture. There's no treatment anyway.
The pain down your leg is almost certainly a separate injury, either a fractured sacrum (unlikely) but more likely an injury to the intervertebral disk. When you bend forwards is your right leg much tighter than the left?
Go to C-H and type "Slump test" into the Search this site function. Do it and let me know the result. If it's strongly positive follow these rules: https://www.chiropractic-help.com/Slipped-disc-rules.html
Buy or make a ring cushion to take the weight off the coccyx. It may take a few months for the pain to go away. If in six weeks you still have very specific coccyx pain then it should be gently mobilised, initially externally and if that doesn't help, via the anus.
Not sure if there are chiropractors in the WI, but that's where I'd go.
Good luck, I hope this contributes.
Dr Barrie Lewis