No they were not out of order. The police were.
//Guidance for the current lockdown says people can travel for exercise as long as it is in their "local area".//
The guidance may well say that. The legislation doesn't. The guidance also says you should exercise only once a day. Again the legislation doesn't
//The police force involved, Derbyshire Police, said driving for exercise was "not in the spirit" of lockdown.//
The police are not there to impose the "spirit of the lockdown" (whatever they mean by that). They are there to impose the letter of the law, and here's the letter (which explains the "reasonable excuse" for leaving home that is acceptable as far as exercise goes):
to take exercise outside—
(i) alone,
(ii) with—
(aa) one or more members of their household, their linked household, or
(bb) where exercise is being taken as part of providing informal childcare
for a child aged 13 or under, one or more members of their linked
childcare household, or
(iii) in a public outdoor place, with one other person who is not a member of their household, their linked household or their linked childcare household.
It says nothing about staying local; it says nothing about not driving to get there; it says nothing about not having a coffee whilst you're exercising. If the government wants the police to start chucking £200 fines around they need to tighten the legislation so that they can lawfully do so. The two women should have declined their kind offer of a Fixed Penalty and let the matter be heard in court.