No, Coakley's didn't campaign for all and took winning for granted in both of her losing campaigns. She also alienated a large contingent of her own party in her 2014 campaign for governor. I not sure what she did to do that, though.
She didn't necessarily alienate her own party in 2014 (the closeness of her primary was likely due to her past record of losing to Scott Brown), it's just that for governor's races, Massachusetts is a swing state. Even though the legislative majorities are so big that a Republican Governor's veto is basically meaningless, the voters still like having it there for some reason.
About 30% of her primary opponent's supporters (Steve Grossman) said they'd be voting for Baker if Coakley was nominated.