His parents were Jamaican which indicates that the British pronounciation was what his family intended.

He was brought up in the Bronx, however, which indicates that everyone (every non-Jamaican everyone) in the neighborhood and at school would've called him Coe-lin.

He was a black from NYC in the U.S. military which indicates that that he would've answered to virtually anything. (I got Mile-ner most of the time I was in the Air Force.)

I think that's it. The name of Coe-lin just stuck. I'm sure Blair and Powell talked about it for 30 to 90 seconds and then moved on to more pressing matters.