If the Schilling Show (local radio news show) counts as MSM, here's the statement. However, it is the only place I've found it in print.
"Sources familiar with the Covenant School affirm that Matthew held a position there as a “volunteer assistant football” coach. Jesse Matthew allegedly was present in his coaching capacity at last Friday night’s game vs. Massanutten Military Academy in Woodstock, Virginia.
Matthew did not attend a scheduled Covenant team meeting on Saturday morning, sources say.
Phone and email confirmation inquiries to Covenant School headmaster, George Sanker, were not returned by publication time."
http://www.schillingshow.com/2014/09/23/breaking-news-poi-matthew-worked-as-covenant-football-coach/
look at the football schedule for the school he is talking about saturday the 20th