What I kept seeing in my head was something that would fire small rockets. In our current time we have something similer with the GAU-88 30mm vulcan that is mounted on the Warthog (A-10 Thunderbolt II). The thing there is that is a rotary cannon system that does damage with both volume of fire and the explosiveness of the system. I was trying to envsion a future with the Land Warrior assault rifle still in development. Also, this weapon type was meant to be avalible early game, before ortnocks begin wearing body armour. New ammo types could be researched as armour types are recovered.
But, I will admit, I have not got the coilgun system yet. But, the weapon you are talking about, with the two stage detonation has exisited since at LEAST the Second World War. It is called a HEAP round. High Explosive Armour Piercing, or shape charge. Basically, using a small cone, it turns its explosive payload into what amounts to a cutting tourch, roasting, and, creating shrapnel on the inside of everything. The spalling and heat would be the killer. On a humanoid body, will, we are talking massive, critical wounds on a hit. Though, it woudl still cause some splash if it were to miss. And, agaisnt bugs like the Bloodspider, if it hits the thing, in theory, it is possiable to achive a critical kill where the robotic could detonate its battery pack and, cause a sympathtic detonation of onboard ordnance.