Welll, your coccyx could be tucked under slightly which can cause pelvic discomfort, even painful intercourse. You may (or may not) need to see a physiotherapist or physician who is skilled in treating pelvic pain. They would go in and do an internal adjustment. It's probably not the sit trot lesson you had that "did it" but it was inclined to go in that direction especially after any fall on the tailbone.
Your other pain you describe...I believe your psoas muscle would exhibit other symptoms of tightness, not just as you post. If you feel around in the general area of the psoas while you are lying down, you might feel it as a very tender or firm, and uncomfortable. It has attachments from the front of T12 and runs into the top inside aspect of the femur bone...so is very long and not accessible the entire length. A massage therapist/PT can direct you or show you how/where it is tight.