Is it possible he sent them to a non-existent address? (not sure whether Coinbase would let you do that or not though).
You can't send bitcoins to an invalid address,
I know but I don't know how Coinbase works.
Does it give you some sort of an invalid address error if you typed in an incorrect/non-existent address or could it just deduct the coins from your balance whilst not actually 'officially' sending them. I seem to remember reading something like this happened on some other exchange or dice site a while back.
Yes, the transaction won't go through and you'll get a message like this.
Please enter a valid email or Bitcoin address
So, he probably sent to an existing address.
Is there a way to contact a person owning certain bitcoin address in case you made a mistake and send your money wrong way?
Can you attach some kind of message to bitcoin transaction?
Yes, with coinbase I remember there's a field for "Note" where you can write an optional message.