The reference book
The Ships and Aircraft of the U.S. Fleet, published by the Naval Institute Press (with new editions every two or three years) does contain a good section on the Coast Guard. I highly recommend that book. It's expensive, but for model building purposes a good compromise is to look for a used copy of an earlier edition. It obviously won't be a hundred percent up to date, but it will contain tons of useful, reliable information.
The Coast Guard website, www.uscg.mil , also contains lots of stuff of interest to the modeler. The section maintained by the Historian's Office is especially valuable. Among the recent additions to it are copies of some official painting directives from different periods.
This question reminds me of an interesting little experience I had once. Another good series of reference books is
Conway's All the World's Fighting Ships. The first volume to be published was the one covering the period 1860-1905; it covers the Confederate Navy, but doesn't mention the Revenue Cutter Service, the Life Saving Service, or the Lighthouse Board (the predecessors to the Coast Guard). The second volume, covering 1905-1922, does have a good, brief section on the Coast Guard - as do the volumes covering the later periods. About twenty years ago I got contacted by Conway to write the U.S. section for another volume in the series, this one to cover the years 1815-1859. I asked the editor over the phone whether I should include the Revenue Cutter Service; he said "yes, absolutely." I asked him why it hadn't been mentioned in he 1860-1905 volume. He gave me, I think, an absolutely honest answer: "We forgot."
That Conway volume on the years 1816-1859 never got published. I'm not quite clear on the reason; I think it had something to do with the drawings, which were done by an excellent draftsman from Poland, somehow becoming a casualty of the chaotic events in Eastern Europe during the 1990s. But it would have covered the Revenue Cutter Service.
Youth, talent, hard work, and enthusiasm are no match for old age and treachery.