The term 'Lose a Coat' can be solved by two four-letter words, 'MOLT' and 'SHED'. MOLT is a verb that means to naturally cast off hair, feathers, or skin, usually as a regular process of growth in animals. SHED is also a verb that means to get rid of something, such as a coat, either intentionally or unintentionally. Therefore, the phrase 'Lose a Coat' can be interpreted as either shedding or molting a coat.