I don't know if you found this yet, but according to the book, "Coffey County: Vol. 1: A glimpse into is Past, Present and Future":
"Coffey County was named in honor of Col. A. M. Coffey, a resident of Missouri, but a member of what is known as the bogus Legislature of Kansas, of 1855. He was a strong pro-slavery man, and reports say an officer in the Confederate Army during the late war."