I have some of those "Tush Cushes." I suffered with coccyx pain for years and assumed it was due to my presacral abscess that I had post op. Fast forward a decade and other joint pains, and sacroiliac pain in particular sent me to the rheumatologist, who diagnosed enteropathic arthritis. Fortunately, this was long after my childbearing years.
Hopefully, this is not your scenario. Could just be pain from the ligaments loosening up and stretching in response to the pregnancy. We get a lot of scar tissue in there from our surgery. Being pregnant, they don't want to do x-rays unless absolutely necessary. Plus, most of the pain meds you'd take are probably on your no list. I always found a heating pad helpful, along with getting up and moving around a lot.
Jan 