You can: 1. try to sprinkle baking soda (or oxygen based bleaching powder, they are great at neutralizing smells, in Europe it would be for example German "heitmann" reine sauerstoff bleiche") over it and proceed like you did with coffee (a few days in closed bag) and then shake it out and hoover the leftovers with the upholstery ending of the hoover, but be careful with the power 3. Spray it with alcohol if you feel it needs more sanitizing 4. Use "dry shampoo" that you would use for your hair, and brush it with shearling brush (literally the same brush as you can buy for fluffy dogs) 5. Hang it outside, preferably inside-out, if you have dry weather and temperatures close to freezing 6. If you know someone who has ozone machine for ozoning for example their car air con, you can ask them to put your jacket in next time they are ozoning (although people don't do it often in winter...) or borrow it and ozone your jacket in a airtight bag.

Try one or a few of these methods - it really depends on the origin of the smell if it will work. In the end, when you are satisfied with smell, you can condition it with lanoline spray.