Unfortunately, there isn't anything they could have done - you can't set a tailbone because there is no way to "handle" the broken part in order to set it, and it can't be casted anyway so it wouldn't stay in place even if they could set it. The only way to fix it would be to have surgery and have the broken part of the tailbone removed.
My doctor told me they could have straightened it. She also said they could go in and re-break it and set it properly, so it would heal straight. But it would be quite painful and it wouldn't eliminate the pain I have when sitting, so it wasn't worth doing. But then, she's not an orthopedic specialist, so maybe she was making assumptions. I don't know.
As far as the pads and leggings go, I just switched to leggings with a skirt, because I was concerned about my fleece pants getting caught on my blades. There's no way any padding would fit under my leggings unless it's ultra-thin gel padding, and even then, it would show. When I get to moves that are a little more tricky, I'll continue the search for narrow-legged fleece pants, so I can wear padding underneath. They're just super-hard to find around here.