The Scheutjens-Fleer self-consistent field (SF-SCF) theory is used to study complexation between two oppositely charged polyelectrolytes across an interface formed by two solvents, here called oil and water. The focus is on the composition and the lateral stability of such interfacial coacervate. One polyelectrolyte is chosen to be oil soluble and the other one prefers water, whereas the counter and salt ions are taken to distribute ideally over all phases. There exists an electrostatic associative driving force for the formation of the coacervate phase which increases with decreasing ionic strength and may be assisted by some specific affinity between the associating units and an effective poor solvency for the coacervate. As with respect to the lateral stability an unusual wetting scenario, called pseudo-partial wetting, presents itself, which results from interactions on two different length scales. On the segmental length the screening of oil-water contacts promotes the wetting by the coacervate: a pre-wetting jump-like transition takes place off-coexistence from a microscopically thin to a mesoscopically thin film. Usually this implies complete wetting. However, the mesoscopically thin film is exposed to long-ranged attractive electrostatic interactions and therefore cannot grow to macroscopic dimensions upon approach towards coexistence. Hence the system remains partial wet. The bulk correlation length controls the thickness of the mesoscopically thin film and as a result the wetting transition occurs extremely close to the bulk critical point. We therefore expect that a thick coacervate film typically is laterally inhomogeneous: there are drops on top of a mesoscopically thin coacervate film. This conclusion qualitatively explains the experimental observation that such a coacervate film scatters visible light.