Thanks for writing in to us.
Going by what you say, it is least likely to have the cysts in ovary affect nerves around tailbone region.
The cysts itself are small enough not to be causing anything more than a slight pain.
The pain in your coccyx
might be due to nerve pressure by other structures. Please remember if you fell on your tailbone recently. Often a complete neurological examination.
if yor pain worsens, a MRI
scan tell you any lumbosacral nerve involvement.
Hope this helps