The Frozen Coast can be seen to the west.
This article contains lore taken from Warcraft III: Reign of Chaos, Warcraft III: The Frozen Throne, the manuals, and/or official bonus maps.
The Frozen Coast is the southeastern coast of Northrend. It seems to have been a part of the southern edge of the Dragonblight and part of the Howling Fjord's northwestern coast.
In World of Warcraft[]
While the Frozen Coast doesn't exist as a subzone it seems the Forgotten Shore has taken its place since both are located on the same place. Prior to Wrath of the Lich King, the Frozen Coast is mentioned World of Warcraft in the plaque of Admiral Barean Westwind's statue in the Scarlet Monastery. It says the admiral was lost off its shores. The Frozen Sea may be related to it.