Both words refer to two or more things coming together to form one entity. Unite, the more familiar term, has a broad range of reference, from two people uniting in marriage to groups uniting to form a single unit with a single purpose. Although unite sometimes refers to actual physical combination of once separate units, it often suggests a figurative becoming as one. Coalesce is more commonly used for literal fusion. It suggests a growing together, intermingling, or blending so that, especially in the sciences, we see it used of liquids, atoms, clouds, dust, coalescing to form a single substance or object. Still, the figurative use of coalesce is the most common, particularly for groups of people: local groups coalescing to form a national movement.
Both words refer to something that is the only one of its kind. Unique, in this sense (it has several), suggests being the only one in existence or the only example of something: As far as we know, every snowflake is unique. Sui generis is a strong synonym for unique in this example. The translation of this phrase borrowed from Latin is “of its own kind.” Sui generis in a strict sense refers to something that does not fit into any existing category and therefore is its own category (and that category’s sole member). The European Union is said to be a sui generis organization. Sui generis often implies something that, to be dealt with, requires a new rule or approach: a sui generis situation, problem, or species. The term is used in law, biology, and other fields: a sui generis species needs its own genus. In less rigorous contexts, you can say someone has a style that is sui generis without fear of repercussions.
Both words refer to removing someone from danger or difficulty. Rescue is the more general term. It suggests the saving of a person or thing from harm or death (rescued the cat from the fire), and usually involves physically removing someone from danger and bringing them to safety. Extricate suggests freeing someone who is caught or trapped in a literal or figurative tangle. Not as straightforward as some types of rescue, extrication is often done carefully, with difficulty, or finally (at last). Some of the most frequent objects of extricate are victim, body, and driver, and the context is often a car wreck or a disaster. Extricating a country is also a common challenge—whether from a war or from debt. On the lighter side are the hairy social situations from which we often have to extricate ourselves—politely, or gracefully.