Stanley's misery was complete when a cross from former Blackburn defender Ian Pearce was put into his own net by Darran Kempson.
Coleman said: "That last 10 minutes could be what stops us going to Wembley this season.
"I just had a feeling with the chances we missed we were going to pay for it, and we did. They hardly put us under any pressure, we played them off the park for 35 minutes of the second half.
"We went into our shell, I thought we were over the times of conceding late goals."