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I came up against this last night. My opponent had a single, 10 model unit that had to capture 2 objectives, so he arranged them in a line so the unit could simultaneously capture both points. I focussed everything I had into the unit and reduced them down to two models remaining, yet he removed casualties so a single model remained on each point, roughly 12-14" apart.

I questioned that he has to keep the squad in coherency when removing casualties and he countered that they do not move back into coherency until the next turn. I won the game regardless but I can't help but feel he was taking me for a ride there.

Who is correct in this situation?

Well, he is correct that you do not think of unit coherency when removing casualties. That has never been a rule, to my knowledge.

Presuming he was removing casautlies according to 7th edition rules, then it is entirely possible to shoot a unit out of coherency

however as per 7th edition rules, one unit may only capture one objective, so the whole premise was wrong.

If youre playing 5th edition, then the premise is correct in terms of one unit getting 2 objectives, and the casualty removal rules in 5th had a greater choice element to it.

Few things:

#1 - You can't hold two objectives at once. He has to pick one.

#2 - You always remove the closest models to the firing/attacking unit first, so if you were closer to the models at Objective #1, he can't remove models from the middle of his unit or at Objective #2. He has to remove the ones closest to your firing unit first.

#3 - Squads must try to maintain or recreate squad coherency when moving, but losing coherency doesn't cause anything bad to happen. However, he does have to move models as far as possible (running if necessary) to recreate squad coherency as soon as possible.

As agreement, a quote from the BRB...

"A unit can only control one Objective Marker at a time. If a unit moves into a position where it could control two Objective Markers, you must make it clear which objective the unit is controlling."

Assuming that he was removing models correctly (and that the last two alive were the furthest from the shooting unit), it's fine that they're split up, although as others said the unit was only controlling one objective anyways. However, on the next round of movement for his army he'd have to abandon both of the objectives, as for the unit to regain coherency both models would need to move 6" towards each other if they were indeed 14" apart, and potentially have to run if it was even greater distance than that, meaning the unit is now between the objectives and holding neither.