Experiments are presented on real-time probing of coherent electron dynamics in xenon initiated by strong-field double ionization. Attosecond transient absorption measurements allow for characterization of electronic coherences as well as relative ionization timings in multiple electronic states of Xe^{+} and Xe^{2+}. A high degree of coherence g=0.4 is observed between ^{3}P_{2}^{0}-^{3}P_{0}^{0} of Xe^{2+}, whereas for other possible pairs of states the coherences are below the detection limits of the experiments. A comparison of the experimental results with numerical simulations based on an uncorrelated electron-emission model shows that the coherences produced by strong-field double ionization are more selective than predicted. Surprisingly short ionization time delays, 0.85 fs, 0.64 fs, and 0.75 fs relative to Xe^{+} formation, are also measured for the ^{3}P_{2}, ^{3}P_{0}, and ^{3}P_{1} states of Xe^{2+}, respectively. Both the unpredicted selectivity in the formation of coherence and the subfemtosecond time delays of specific states provide new insight into correlated electron dynamics in strong-field double ionization.