He was on his way to a meeting in Pembrokeshire when he noticed the woman dangerously close to traffic.
Coleman is said to have driven around Haverfordwest for half an hour to see if the woman could recognise her home, before calling friends in the town to ask for help.
More top news
One-year-old sheepdog Nell was stolen from a farm on the outskirts of Dolgellau.
Police are investigating an allegation that a young child was approached by a stranger in Llanelli.
An unsettled few days are in store, with rain and wind expected.