I think the real answer is that coupe and sedan are ill-defined terms. If you were to ask most people in the US, a coupe has two doors and a sedan has four doors. Of course, asking the hoi polloi is not generally a great way to get to the truth of something, but it may be all we have to go on here.

Still, the M3 CSL is defined by BMW as a coupe; otherwise it would be the M3 SSL. And, even if you want to second-guess them and call it a sedan, it's still an after-factory tuned version. Well, the E36 one was. Maybe not the E46.

How about this: the CTX-V holds the record for a production 4-door car.