The coalition overnight on Saturday renewed a call for the separatist forces to withdraw from all sites they have recently captured in Aden.
The seizure of government military bases by separatist fighters a week ago has complicated United Nations efforts to end Yemen's war and has exposed strains in the Sunni coalition formed four years ago to battle the Iran-allied Houthi group.
The separatists, backed by coalition member the United Arab Emirates, are a major component in the anti-Houthi alliance. But the war has rekindled old strains between north and south Yemen - formerly separate countries until 1990.
The coalition statement called for dialogue and said all forces in the south should unite under the coalition to fight the Houthis.
Saudi state TV said separatist forces would withdraw from the interior ministry and Aden refinery on Saturday, but coalition statements did not mention these specific locations.
Local officials have previously told Reuters that while separatist forces had moved away from the nearly empty presidential palace and central bank, there was no sign they were quitting the military camps which give them effective control of the city.
"We will not retreat, we will not budge and planes will not scare us," a statement from one of the brigades fighting as part of the southern separatists said, in response to Saturday's flares and low-flying war planes.
According to the statement, and other reports on Thursday, a Saudi delegation had been in Aden to oversee withdrawals.
A spokesman for the separatist fighters told Reuters last week they would not cede control unless the Islamist Islah party, a backbone of President Abd-Rabbu Mansour Hadi's government, and northerners were removed from positions of power in the south.
The Yemen war has been in military stalemate for years. Saudi Arabia and the UAE have come under pressure from Western allies, including those that supply them with arms, to end a conflict that has pushed Yemen to the brink of famine.
The UAE in June scaled down its presence in Yemen, leaving behind thousands of southern forces it has built and trained.