The Gilnean Coast is the region in which the Battle for Gilneasbattleground takes place. Players' minimaps will list this area when not in a specific subzone such as the Waterworks or Mines, typically when passing through the road beneath the Overlook.
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The entirety of the Battle for Gilneas takes place on the Gilnean Coast. It is here where the Horde are attempting to set up another land base in Gilneas following the end of the invasion of Gilneas where all Forsaken land holdings were either destroyed or lost to the Alliance. The Alliance is attempting to repel these invasions while the mainland rebuilds.
The coast does not appear on the map of Gilneas proper, however, it is near the northwestern end of the Greymane Wall, so the coast would be along the Northern Headlands.