Joe I have now looked at numerous Youtubes of Dougie HIMSELF singing the song: as is the artist's prerogative, he doesn't always sing it quite the same each time!
BUT it's DEFINTELY "CONSCIENCE" and not "coat-tails"!
He only sang "SOMEWHERE with conscience flying in one of the earlier versions, otherwise it's as I sent it.
In the earlier version it's "I've kissed the ladies and left them crying", and in the later ones "I have tried and kept on trying" - as others have said above,
So maybe....let's use the current version as sung by DmcL himself, and let the coat-tails fly off into outer space! (Whew, 12 years this has been on-going, I don't believe it - what happened to "we change things every 6 months"???!!)

CALEDONIA

Music & Lyrics by Dougie MacLean.

I don't know if you can see the changes that have come over me
In these last few days I've been afraid that I might drift away
So I've been telling old stories, singing songs that make me think about where I came from
And that's the reason why I seem so far away today

CHORUS
Ah but let me tell you that I love you and I think about you all the time
Caledonia you're calling me and now I'm going home
But if I should become a stranger you know that it would make me more than sad
Caledonia's been everything I've ever had

I have moved and kept on moving proved the points that I needed proving
Lost the friends that I needed losing, found others on the way,
I have tried and I've kept on trying stolen dreams, yes there's no denying,
I have travelled hard, with conscience flying somewhere in the wind
CHORUS

Now I'm sitting here before the fire, the empty room, the forest choir
The flames that couldn't get any higher they've withered, now they've gone
But I'm steady thinking, my way is clear and I know what I will do tomorrow
When the hands are shaken and the kisses flow, then I will disappear
CHORUS