CARAVAN is derived from the English word "caravan", which means like "procession of wagons or mules or camels traveling together in single file".
COACH is derived from the name "Kocs", a four-wheeled carriage with suspension manufactured around the 15th century. This four-wheeled carriage was manufactured in the Hungarian city of Kocs. It's quality was so high that it became famous in various European countries. As a result, the Hungarian city name has come to be synonymous with four-wheeled carriages.