--an MRI of the pelvic area--with specific instructions from the requesting doctor to look for the sacral nerve roots and pathways--would be a start.

A magnetic resonance neurography (MRN) would likely be even more specific in looking at the smaller nerves down there--it is an advancement of MRI technology that is designed to enhance softer structure images--but most insurances still seem to treat it as experimental and won't pay for it.

The pudendal nerve sites I've listed also have information about nerve conduction tests that can be done on the nerves in that area--but these are not well-known (only really specialized doctors/practices do them) and are not always that accurate--it's very hard to isolate particular nerve branches in the perineal areas.