The Shrimpers were all at sea and had no answer to the hosts' scintillating passing football with Rovers' smooth progress to the final in marked contrast to the knife-edge victory for Leeds at Brunton Park.
Star of the show was Coppinger, whose su
blime skills tortured the Essex visitors, who were left shell-shocked by his stunning treble.
There was precious little goalmouth action in the first leg at Roots Hall, which ended in a 0-0 stalemate, but there was a surfeit of activity at the Keepmoat Stadium – mostly one-way.
That said, Southend almost drew first blood in the first 10 minutes when loan striker James Walker crashed an effort against the crossbar following Simon Francis' inviting low cross.
Rovers made them pay and took the lead from the spot on 11 minutes after Jason Price was pulled back by Peter Clarke.
Skipper Brian Stock celebrated being called up for Wales' summer internationals with Iceland and Holland in the best way possible by coolly sending Darryl Flahavan the wrong way.
Flahavan then showed his mettle to deny Price, but was powerless to stop Rovers extending their lead on 21 minutes.
Recalled James Hayter's floated cross was headed across goal by Paul Green and the ball was diverted into the net by Adam Barrett, under pressure from Price, from close-range.
Nicky Bailey fizzed a shot over for Southend, before Rovers put one foot in the final with a third six minutes before the interval.
Coppinger's magical footwork bamboozled the visiting defence and his low shot flew past Flahavan.
Ex-Exeter player Coppinger then put Rovers in dreamland seven minutes after the restart with another breathtaking strike.
He once again danced past several harassed visiting defenders before confidently steering a 20-yarder into the net to the ecstasy of the bulk of the 13,082 crowd.
The exhibition stuff continued from the hosts and Coppinger put gloss on his memorable night by firing in a stunning free-kick 10 minutes from time.
Southend pulled one back in the 88th minute when Nicky Bailey fired home, but it was scant consolation for the Essex men.
Doncaster: Sullivan, O'Connor, Mills, Hird, Gareth Roberts (Guy 68), Green, Stock, Wellens (McCammon 73), Coppinger, Price (Taylor 76), Hayter. Subs not used: Smith, Lee.
Southend: Flahavan, Francis, Clarke, Barrett, Mulgrew, Moussa, Bailey, McCormack, Gower, Barnard (Revell 62), Walker (MacDonald 62). Subs not used: Collis, Liptak, Black.
Referee: Mark Halsey (Lancashire).
Attendance: 13,081.
The full article contains 460 words and appears in EP Leeds First & County newspaper.