"C is the sports coach, who supervises A and B"
"A and B slip away from the room unnoticed"
An essential element of supervision (under such circumstances) is ensuring that those who are to be supervised are always within sight of the supervisor. Therefore C owes a duty of care to both A & B.
"The door to the swimming pool is unlocked".
It would be for a court to rule as to whether the door should have been locked, given all of the other circumstances prevailing. However, given that L was aware that children with learning disabilities would be attending the centre (and recognising that L should always follow 'best practice') it would seem likely that L also had a duty of care to A (above and beyond that which always applies between L and any users of the centre). Even so, the test of 'foreseeability' might still be relevant here. (See Capara v Dickman, 1990).
Where a duty of care exists towards a minor, a corresponding duty of care also exists towards the parents of the minor (to ensure the safety of their child).
It's also worth noting that (irrespective of any promises, either explicit or implicit, offered by L or C regarding the safety of A & B), M retained a duty of care towards A & B. A court might possibly rule that (being more familiar than C with the behaviour of her children) she should have spotted the possibility of them wandering off, lessening the legal burden placed upon C.
Further it's also worth noting that establishing a duty of care doesn't, in itself, establish negligence. For example L might have been regarded as having discharged their duty of care by appointing a properly trained coach and a centre manager who had been provided with relevant training and instruction. (i.e. if the centre manager, who was 100% reliable and who had been regularly trained and assessed by L, had not had time to notice that a contractor had left the door unlocked when leaving the centre only minutes before the tragedy occurred, neither L nor the centre manager could be deemed to be negligent).