The thought that they would test coaching staff blew my mind as well, but from what I gathered they either caught him buying or got his name from a dealer.
However his assertion that it was "ludicrous" that he could have been buying for someone else doesn't cut it. I would almost assume that any coach buying performance enhancing drugs would be buying for a player and not for himself. But I do think his story about medical reasons is credible.
There is such a stigma around steroids, hormones, creatin and even whey protein, that if I was in anyway involved in professional sports I wouldn't want anyone to know that I was using any of the above either.