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A deeper understanding of the differences between quantum and classical dynamics promises great potential for emerging technologies. Nevertheless, some aspects remain poorly understood, particularly concerning the role of quantum coherence in open quantum systems. On the one hand, coherence leads to entanglement and even nonlocality. On the other, it may lead to a suppression of fluctuations, causing violations of thermo-kinetic uncertainty relations (TUR and KUR) that are valid for classical processes. These represent two different manifestations of coherence, one depending only on the state of the system (static) and one depending on two-time correlation functions (dynamical). Here we employ these manifestations of coherence to determine when mesoscopic quantum transport can be captured by a classical model based on stochastic jumps, and when such a model breaks down, implying nonclassical behavior. To this end, we focus on a minimal model of a double quantum dot coupled to two thermal reservoirs. In this system, quantum tunneling induces Rabi oscillations and results in both entanglement and nonlocality, as well as TUR and KUR violations. These effects, which describe the breakdown of a classical description, are accompanied by a peak in coherence. Our results provide guiding principles for the design of out-of-equilibrium devices that exhibit nonclassical behavior.