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.