What's the difference between "coalesce" and "cohesive"?

Both conveys a similar meaning, but the former is a verb while the latter is an adjective. The idea is that different parts may coalesce together to form a cohesive unit.

Coalesce unites the prefix co- ("together") and the Latin verb alescere, meaning "to grow." (The words adolescent and adult also grew from alescere.) Coalesce, which first appeared in English in the mid-16th century, is one of a number of verbs in English (along with mix, commingle, merge, and amalgamate) that refer to the act of combining parts into a whole. In particular, coalesce usually implies the merging of similar parts to form a cohesive unit. (M-W)

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The adjective cohesive comes from the Latin word cohaerere, or “to cleave together.” Cohesive things stick together, so they are unified. A cohesive neighborhood's members get together to plan things like block parties, and they work together to solve problems. A cohesive fitness plan would include menus and exercise routines designed to lose weight, build muscle, and so on. (Vocabulary.com)