Perhaps the coalinfo4 variable contains many more than three categories? Use PROC FREQ to find out.
Since you didn't post code, try using a standard SAS example data set in the SASHELP libref. For example, here is your syntax applied to SASHELP.cars. Which plot are you asking about?
proc glm data=sashelp.cars plots=diagnostics;
class origin;
model mpg_city = origin;
means origin / hovtest;
run;
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