I agree about taking a taxi because that will be the easiest option you have, assuming you don't mind the cost involved.
Now if the Magic Kingdom closed early because of Mickey's Not Scary Halloween Party or Mickey's Very Merry Christmas Party, well those are scheduled until 12:00 AM and the buses will keep going there until all the guests are gone. So you can easily walk over to the Magic Kingdom bus station and get on the bus to Coronado Springs.