"Reading between the lines I think she overemphasising both herself and the girls being female rather than just coaching the sports."
I am sorry to say but I had kind of guessed at that before you said it.
So that aspect of the situation is trans related and to be honest if you mention that aspect of it you will probably get into tricky grounds.
So maybe teaching sports to teenage girls is some sort of validation for her the coach? That is going to make it tricky, because if she was a woman she may well not feel the need to do that at all.
"The coach doesn't at all pass, so it might just be that the girls feel it's odd and are projecting their discomfort onto the coach and it's entirely unfair on the coach."
Exactly how if it unfair on the coach? Surely it is unfair in the girls to have to pretend to believe that their coach was born a girl like them. They are not bringing the issue up, the coach is doing that, The coach is making coaching about herself! But again that is going to get you into a difficult area.
Sadly, you will probably struggle to mention all this because it will be thought of as wrong.
This is why I would approach this anonymously, to be honest you are going to get snared up in this either way, IMHO.
The bottom line is that if the girls feel uncomfortable with this coach they should be empowered to leave the class. They do not even need to stay, and they do not need to say why they do not want to do the class. And again, this is not because the coach is trans. If the coach were a trans man, would this present a problem? If the coach were a trans woman who was not overstepping boundaries, would this be a problem, no. It is this coach who is the problem.