Thank you for asking this question, it's certainly not one that you see addressed on many coaching sites particularly when the termination is other than that which one might expect in the normal course of coach/coachee dynamics. We'd like to address it here head-on.
Ideally, during the coaching relationship, the coach and client will have worked to establish specific goals, defined action steps, and execution; moving forward until the outcomes are achieved. And, at that point, both will realize that the relationship is coming to an end.
In real life, however, circumstances arise that may shift the dynamic of the relationship, and in-turn difficult decisions must be made.
Whatever the reason is for terminating the relationship, as a professional life coach, I believe it is important to handle the situation with tact, skill, and discretion. And, in doing so both parties are able to move forward in intact.