We study coherent transport and bound-state formation of Bogoliubov quasiparticles in a high-mobility In$_{0.75}%$Ga$_{0.25}$As two-dimensional electron gas (2DEG) coupled to a superconducting Nb electrode by means of a quantum point contact (QPC) as a tunable single-mode probe. Below the superconducting critical temperature of Nb, the QPC shows a single-channel conductance greater than the conductance quantum $2e^{2}/h$ at zero bias, which indicates the presence of Andreev-reflected quasiparticles, time-reversed states of the injected electron, returning back through the QPC. The marked sensitivity of the conductance enhancement to voltage bias and perpendicular magnetic field suggests a mechanism analogous to reflectionless tunneling--a hallmark of phase-coherent transport, with the boundary of the 2DEG cavity playing the role of scatters. When the QPC transmission is reduced to the tunneling regime, the differential conductance vs bias voltage probes the single-particle density of states in the proximity area. Measured conductance spectra show a double peak within the superconducting gap of Nb, demonstrating the formation of Andreev bound states in the 2DEG. Both of these results, obtained in the open and closed geometries, underpin the coherent nature of quasiparticles, i.e., phase-coherent Andreev reflection at the InGaAs/Nb interface and coherent propagation in the ballistic 2DEG.