Tattie, I don't doubt that "coat-tails" is a Mondegreen. If you will look above, you will see that in both of the "corrected" transcriptions I posted, I put

I have travelled hard, sometimes with conscience flying somewhere in the wind

I got one transcription from a Dougie MacLean CD booklet, and the other from Dougie's Website - and then I compared them with a recording (although on the recording, I think he sings "somewhere with the wind).

-Joe-