First of all, what kind of doctor are you seeing? Is this your regular doctor or a spine specialist?
If you have not seen a spine specialist, you need to see one before starting any kind of physical therapy.
X-rays provide very little information to diagnose spinal problems. the show bone and cartilage only.
Physical therapy can be helpful, but only if you have had a proper diagnosis, which sounds like you have not had.
Just because x-rays show nothing wrong, does not mean there is nothing wrong. They can not show nerves, tendons, ligaments etc.
You need to see a spinal specialist. Either an orthopedic surgeon who specializes in spines only or a neurosurgeon that specializes in spines only.
It sounds like, from your description of the butt pain, that you may be suffering from nerve compression in your lumbar spine.
Only a spinal surgeon can diagnose this, with more specific testing such as an MRI and maybe some other tests, depending on what the MRI shows.
Once you have an accurate diagnosis from a spine specialist, then you can have a formal treatment plan set up for you.
Go see a spine specialist as soon as you possibly can.
Good luck
Fran