Beside the spin density wave (SDW) order inside the superconducting phase in CeCoIn 5 at high magnetic fields, recent neutron scattering measurements have found Bragg peaks in 5% Nd doped CeCoIn 5 at low fields. The intensity of Bragg peaks in low fields is suppressed by increasing field. Based on the phenomenological and microscopic modeling, we show that for the Pauli limited d-wave superconductors in the vicinity of SDW instability relevant for CeCoIn 5 , magnetic impurities locally induce droplets of SDW order. Because of the strong anisotropy in the momentum space in the spin fluctuations guaranteed by the d-wave pairing symmetry, sharp peaks in spin structure factor at Qs are produced by the impurities, even when the droplets of SDW do not order. At zero field, the Nd impurity spins are along the c axis due to the coupling to the conduction electrons with an easy c axis, besides their own crystal field effect. The in-plane magnetic field cants the impurity moments toward the ab plane, which suppress the droplets of SDW order. At high fields, the long-range SDW inside the superconducting phase is stabilized as a consequence of magnon condensation. Our results are consistent with the recent neutron scattering and thermal conductivity measurements.