What prompts did you use?
Sometimes during the interactions I would guide the model to create a "commentary" block from the coach, often coaxing it into putting a commentary block before the response. Something like,
"(Commentary: mordymoop is still making progress on his goals, but his productivity is starting to slip. I'm going to help him get back on track in this session.)"
This is my own way of implementing "let's think step by step" into a conversational context. The model is allowed to think out loud about the kinds of things that a wise mentor figure might say to me, and lay out its reasoning transparently, and then give a more well-thought-out reply.