Is the journey to school in the morning OK?
And the days he stays for clubs is the journey home OK (apart from it getting dark)?
An older child trying to call him a bad word at the lockers isn't pleasant but isn't necessarily bullying. Could your DH practise some responses with him for times someone says something he doesn't like? Your DS can choose to not respond, could roll his eyes and walk off, laugh or could reply, "whatever" and practise looking unbothered. Although it feels hard, having something said to him once or twice isn't a sign he will become a target.
What is it that happened on the coach journey? Has it happened more than once or is your anxiety related to the possibility it may happen again?
Are you someone who finds it helpful to look at things objectively e.g. 'DS goes on the school coach ten times a week, for 6 weeks (60 journeys) it was fine, one journey wasn't. That's 1.64% of the journeys up to then but he's had another 2 weeks (20 journeys) since so the unhappy journey represents 1.25%.'
The more journeys he has on the coach, the less of an impact that single event will have. Likewise the unkind comment at the lockers, can you calculate how many times other students have said something positive or neutral, or smiled at him, or not interacted at all?
We all want our children to be happy and to feel safe but sometimes our focus shifts and instead of looking at all the times this was true, we seek out the times it wasn't. That then gives the unhappy/unsafe times a lot more headspace than may be helpful. It's easy to get into the habit of asking, 'Was Bully Boy on the bus today? Did anyone say anything mean to you?' but that doesn't help your DS identify the parts of the day that were fine and he'll never learn to share those or to develop a sense of perspective. Encourage him to tell you about chess club, or what they did in PE etc. - he will know you worry about the things that don't go well and that you expect to hear about those, training him to find positives (or 'not negatives') in each day may help both of you.
If you arrange to drop your DS at school every day and to collect him, you will send a message to him that says you believe he cannot cope with a 1.25% rate of discomfort. If you arrange to collect him from school once a week at 4.45pm after a club because it's dark and the coach has gone, that sends quite a different message.
Do speak to the school and ask their advice on building DS's resilience if you would find that helpful and if you're able to implement what they suggest.