My coach lied to me

I applied for a promotion but I have a coaching. I was told I can apply for an exception. So I did. My coach told me that it was up to market to decide. I didn't really think this sounded right, but my store manager and co manager were at another store during all this. Finally was able to speak with one of them after the promotion had already been given to someone else. I was told no it's not market. It's up to the store manager to approve or deny exceptions. They had no idea why my coach would lie to me. My coach likes me.. I do everything for them. I never call out. I'm always on time. No points. Just a coaching for something minor. The co store manager even agreed it was minor. The new team lead is not qualified. Doesn't know anything about our department. The co manager agreed with me. So anyways.. is there anything I can do about my coach lying? Like get them into trouble or something? Co manager was baffled that they lied but really didn't say much else.