How do I get 2 legs working independent ?

This one is a bit fun (but solvable).

I would suggest having two separate layers, one per leg. I would make the waist and hips a part of the torso layer. Then the leg attach point should be set to where the ball joint of the leg joins the body in real life. If you use separate layers per leg, moving one leg will not move the other any more.

(You can get it to work with a single layer, but its a lot more work and I think the above is a better approach.)

Personally, I would also consider not using independence for the legs unless you feel it looks better. I often use sticks to limit warping instead. E.g. put a stick across the bottom of the hips near where the legs join the body, so leg movements don't warp the body. But in this case, because you don't want the coat to move, independent legs might be the right solution. (If you do want the coat to warp with the leg, then independent legs is the wrong approach.)