Here are some options:
Formal:
* Coach (using the same word for both genders)
* Female coach (explicitly stating the gender)
Informal:
* Coach (again, using the same word)
* She-coach (less common, but sometimes used in informal contexts)
Specific to a field:
* In some fields, like sports, there are specific feminine terms, like manageress (though this is outdated and often considered offensive).
Ultimately, the best option depends on the context and your desired tone.