I found this post in the archive which has a discussion on the various units commanded by Coleman.
How bout that, another Coleman fan! I too have been searching, so let's compare notes. There was more than one Reg. commanded by Coleman, starting with the 4th Cav Reg, 7th Div, MSG. Sometime after the battle of Lexington he is said to have raised a Reg of irregular cav in the West Plains area. This may/may not have been the 4th, but whichever I think it was the base for "Coleman's Mo Cav Reg, CSA". In spring or summer 64 he took command of the newly formed Ark 46th(known by other names) and went on Price's raid. He was from Carter Co, Mo and started the war as adjutant in Wingo's Reg, 7th Div, MSG, and was at Wilson's Creek, where he took command for a time when Wingo was wounded(some say it was Wingo's Reg that shot Gen Lyon,but who knows). He was at Lexington, and I think it likely he had his own command there. He gave an interview to "Confederate Veterans" magazine in the 1880's, but I haven't had time to travel to the archive nearest me(St Louis). A "W O Coleman" is listed on the Fla pension roll of 1920, last service Ark. This is possible, as he was just 21 in the 1860 census.