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.
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The Smith Commission is expected to set out new powers for the Scottish Parliament that could lead to major change for Wales
Remaining largely cloudy through the day with some intermittent drizzle likely in the east
Close interest is being paid in Wales to the recommendations of the Smith Commission for future devolution to Scotland