Translation:Hi Peter, are you coming from the police officer?
The english sentence is not the same here and in the excercise, which says "Hi Péter are coming from the police officer". So a "you" is missing.
Yes, it's not correct without the "you" in this example. I guess the difference is that Péter is not the subject of a verb in the first clause, as you can tell by the "are" in the second clause. E.g., "Péter, are you eating lunch and coming from the police officer" would be perhaps ok.