Did William Coggeshall Save Lincoln's Life?

[RJNorton]

I am 99% certain this story is spurious, but I am curious if anyone else has read about it.

William Coggeshall said he was on the inaugural train with Abraham Lincoln. In 1908 his wife, Mary, wrote the following:

"Near Harrisburg, Pennsylvania, the presidential party was to change railroad cars and the train would be switched off to proceed to Baltimore. Lincoln and Coggeshall were the last to go out to the other car. “As they neared the door, they heard a hissing sound and discovered a Hand Grenade just ready to explode. As Mr. Lincoln reached the door, Mr. Coggeshall grasped the shell and hurled it through the open window where it [had] been dropped into the car. As it struck beyond the tracks and exploded, no one was hurt. He sprang into the car where the president awaited him. They took a seat together and with a bound the car leaped forward. Neither spoke for some minutes. Then the President leaned forward and said ‘Did I not tell you I should go safely if you went with me.’”

Mary Coggeshall maintained that the whole incident was kept secret at Abraham Lincoln's request.

William Coggeshall died in 1867.

I have never read any corroboration of this event. As far as I can tell all we have is Mary Coggeshall's word that it happened as she indicated in writing. So she wants us to believe that she kept the secret for 47 years. No one else apparently saw what happened.

Has anyone ever read anything about this claim? Did any eyewitnesses report seeing Coggeshall throw a grenade out the train's window?