Good evening suesueky!
While I have not had a caudal injection, I have had at least 6 "Epidural's" ...some with success, and some without.
I did look up the "Caudal" here in the web and found a good sight called Spine Universe. Here is the link....
http://www.spineuniverse.com/treatments/pain-management/caudal-epidural-injection-information
One thing it said, was that your pain may actually increase for a few days, and they seemed to make one believe that a second and or maybe even a third injection may be well worth the effort.
With any type of "epidural" it may take up to two weeks before a person can receive the maximum effect, so be patient. They should have given you a packet, and will usually require a follow up report from you. Then they will make a recommendation as to whether or not, you will need a second injection. I personally recommend it, but it is only my opinion, and you will have to decide for yourself as to what course of action you may want to follow.
Hopefully others will chime in here with more experience than I can offer.
Good luck, and so sorry to hear that your suffering so much.
SE
(Jim, or anyone who knows how to make the link "HOT" please feel free to do so. Im on a iMac, and can never get it there. A "PC"..then no problem)
(I will try and work on that little talent in the future)