Thanks Maddie,
I know that he asked something like
"to be buried in Beaconsfield churchyard next to my first wife and with a gravestone large enough to cover both me my first wife and my current wife when she shall die"
but his first wife Constant/Constance was buried in Beaconsfield in 14 Jun 1688 and then his second wife, Ann Grove, was buried at Penn on 21 Jun 1737. Coleburn does not appear in the Bucks FHS Burials index so it appears that his wish that all 3 of them were to be buried together was not carried out.
Possible reasons are
1) that his family hated him!
2) there was a bout of plague going around at the time of his death, so that he was buried with great haste
3) that he appointed Bushey's vicar, the Rev Richard Smith and Francis Carter of Beaconsfield to be his executors and not members of his own family. This means that when he died his family would have made funeral arrangements possibly without knowing the contents of his will. By the time the executors came to sorting his estate and dug out his will there may have been a bit of a "whoopsidaisy" moment
Most of his children remained on the Bucks side of the border with the possible exception of his eldest daughter, Ann wife of John Lock, who inherited the Red Lion in Bushey in 1720. Unless his burial is missing from the Bucks Burials index I think it more likely he was buried by John & Ann Lock in Bushey near them?