Why do you want to loosen your coccyx? Have you had medical advice to do so? For some people, this joint fuses in middle age, but some rarer people lose mobility there even younger. It is rarely a problem to have so little movement there, except for some women during pregnancy. The joint between the sacrum and the coccyx can only flex (actively and passively) and extend (passively). Engaging moola bandha can help flex it a little, but so can sitting in certain postures.
From a yoga perspective, it is not required that we target building flexibility in the sacrococcygeal joint. As long as you have no pain here, you may conveniently ignore it. Our normal yoga practice should suffice to build stability here. Postures like Cobra (Bhujangasana), Locust (Salabhasana) and standing postures like Triangle (Trikonasana) and Side Angle pose (Parsvakonasana) can be helpful to build sacrococcygeal stability: postures that work the pelvic floor will do so as well. Of course if you have pain in the coccyx, some poses definitely should be avoided: those that directly stress the tailbone like Boat Pose (Navasana) are not a good idea.