Discuss it with BOTH your lecturer and coach - together if that's possible. It's common sense and also courteous. I'm sure a compromise can be reached, for instance: you may be able to leave 5 minutes early from one and start the other a little later? Or you may be allowed to alternate your start/finish times.
If they cannot reach a compromise, take the issue up with Human Resources or the equivalent. They are there to help sort out such situations.
If you choose to leave the lecture early without discussing this with your lecturer first, you may be summoned to an interview to explain why! It will probably be seen as disruptive (i.e. other students will still be concentrating and they may make a complaint) and besides, it's simply bad manners. You may also miss out on lecture note hand out's or all important coursework etc. And then there's the possibility that the lecturer could be giving a vital plenary summation which you will miss out on.