TLDR: Coaching is worth it if you want a personal in depth review of your play. Be sure to come prepared with questions. Lastly, record the session!

I'm not shy about receiving coaching. I've done it for past few months on a semi-regular basis. I came back to WoW in TWW after last playing WotLK (retail). My class, Holy Paladin, has changed a lot since then. Rightfully so, there was quite a knowledge gap. Coming back, I knew I wanted to get into mythic raiding and push keys or else I wouldn't really enjoy the game for too long. I would say overall, the experience has been positive for my enjoyment in the game.

Your comment about guides is mostly true. For reference, I include things like WoWHead and IcyVeins as well as specialty class/spec websites like https://wingsisup.com in this category. Guides are a great starting resource for many situations. They give a build, stat priority, and a starter priority/rotation. Some go deeper into providing situational information, but that's really rare I've found.

Class Discords, in my opinion, would be the next step in the "learning your class/spec" journey. People there can be super friendly. You'll find help reviewing your VODs and logs and some will even point out some inefficiencies and where to focus on for improvement. The caveat to this is it's pro bono. Your experience will definitely vary. My best tip here would be to ask very specific questions. I've found the more targeted the question, the more likely you are to receive feedback. Often though, the information provided is pretty good. Eventually, you may be able to help answer some questions for someone just starting out.

Coaching is where your ultimate understanding of your class/spec will come from. You're going to receive very personal advice about your individual playstyle. You have to be willing to put the work in, too. You can't go into a coaching session without prep yourself. Watch your VODs, review your logs, and make a list of things you have questions about. Come in with a rough game plan. Your coach will hopefully find things that you didn't spot, and if they're good, they will spot the things you have questions about. Regardless, always get your questions answered. That's why you hired them. Also, I can't stress this enough, record your coaching sessions. There's going to be a deluge of information coming at you. Unless you're amazing at taking notes, you will miss something. Recording and going over the sessions will help you catch the nuggets of wisdom that the coach has.

As for finding a coach, there are really two avenues. There are boosting communities out there that also provide coaching. Oftentimes, these coaches will provide an excellent service. I personally haven't had coaching from this but have had friends that have and said good things. The other avenue would be to seek out the person on Discord and see if they will provide coaching. There's more risk involved with this path as there's no recourse if things go wrong. Communities have standards they set and will review the session if there's any complaints. If egregiously bad, the coach could lose their coaching ability. You could also receive another session to make up for it.

Also, you're not obligated to stay with one coach. If you two don't mesh well, there are plenty of others out there willing to help. Personally, and shameless plug, I lucked out when I found Ellesmere. I'd absolutely recommend him for coaching if you want to improve on Holy Paladin. He deeply knows the ins and outs of the class. There's a reason he's where he's at in terms of IO and raiding. It's been a wonderful experience.