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Semiconducting CoSbS is well known for its thermoelectric performance at high temperatures but it is also of interest because of its colossal low-temperature thermopower. Here, we address the temperature dependence of its optical response over a broad spectral range, from which we reveal several ingredients determining the thermoelectric properties at cryotemperatures. We discover coherent phonon modes and with the additional support of scanning transmission electron microscopy investigations we provide evidence for in-gap impurity states driving the formation of correlated electrons in the valence band. Their implications, with respect to the high thermoelectric power at low temperatures, are discussed within the framework of the phonon-drag transport of low-mobility heavy quasiparticles.