
Stephenson deflected home Darren Lough's effort to give the Mariners a slender advantage over the visitors.
They had to do it the hard way though.
Shields struggled in the opening period as Coleshill pressed from the start, with their direct style bypassing the Mariners' midfield.
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Liam Connell had to make great saves to deny Josh Quaynor, from a free-kick and then Jordan Nadat's effort which looked destined for the top corner.
The latter save came after Shields conceded possession in their own half, as sloppy play often contributed to their problems.
It looked like they'd got away with it as half time approached but the dangerous Nadat scrambled home at the second attempt to give Coleshill a deserved lead at the break.
Shields needed a big lift and got it immediately after the resumption. Stephenson's shot was parried by Paul Hathaway and Foley followed up to convert.
Shields looked like they were going to turn the screw but couldn't find another goal as Coleshill came back strong.
Carl Finnigan was denied by Hathaway while at the other end, Nadat's effort on the turn somehow stayed out after crashing against the crossbar.
It looked like the game would end all square but in the first minute of injury time, Foley broke into the box on the right side, Lough came in at the far post and his effort appeared to strike
Stephenson on the way in.
The second leg is next Saturday at Mariners Park.