Did my ignition coil just toast itself??

So I got my KZ440 powered buggy to move on its own power, for the very first time. That only lasted about 15 - 30 seconds when it threw the chain. I fixed that, and then it wasn't starting, I thought it was carburetor issues as it ran when I threw gas in the intake, but no luck. The next morning I decided to pull the plugs and check for spark, it was there, but only sometimes and it was very weak (I'd been bit by the ignition before, this was nothing.) As I was watching the plugs, the spark disappeared completely. No spark at all. I spent the next 45 minutes looking around for loose connections, when I finally found that there was heaps on wax on my ignition coil...

Did you wire exactly as I said (including the fuse?)
Is the coil solidly mounted to metal (heat sink)
Did you leave the ignition powered without the engine running (more than a couple of minutes will fry the coil)

Disconnect the coil and measure primary resistance (the two terminals you connected wires to) should be approx 3-4 ohms
measure the secondary resistance (the two plug lead outlets) should be approx 10-15k-Ohms 
Check continuity between the primary and secondary circuits (should show no connection)
Check continuity between the primary circuit and the mounting post (should show no connection)"

When I did the harness I had the engine outside the buggy, so I couldn't make an official harness until it was on the buggy
Unfortunately I left out the fuse, the ignition coil was not bolted to anything yet, and I may or may not have left the ignition on... So then this would be my fault? Learned the hard way I suppose

I bought a new ignition coil and put it on, and it blew up, I don't even think I left the ignition on that time. So I bought another one, and it just blew up, ignition off, I have a fuse and a relay, it's mounted solid to the frame, could this be a cheap ignition coil? What am I doing wrong here?
 

Sounds like you have something wired wrong. Like a ground that is hot. 
Got a VOM? (Volt Ohm Meter) Check voltage at the coil, key off. I'll bet you get voltage there.

Is it wired exactly as I showed you now it's in the buggy?
When it's running what is the system voltage coming out of the reg/red (measured across the battery)?
When you say the coil "blew up" what do you mean exactly? 
Are you buying the correct coils (4ohm)?

 

I don't have Ohm Meter, and unless I did something wrong I have it wired like you showed me. It took a couple tries to get the ignition switch panel to work because I had to somehow combine your wiring diagram with this one 

Have you got a picture of the front of that panel, also check if the coil is still getting a live when the ign switch is off
Also where does the blue wire go?

I have the blue wire and the red wire from the ignition switch connected to each other going to the positive on the starter relay, and going to the ignition coil + rectifier. I marked where it is on the starter relay. This is the only way the start button would work for me

Are the switches illuminated ? Just wondering why there is "grounds" involved

Yes the switches have lights on them

OK it sounds like the coil was permanently fed which would burn it out quickly, try the below