The timeline of everything has been bugging me too, because there's no reference of Steve's incarceration in any of this other appearances, not Avengers, not Invaders and not his brief cameos in other books (Carol's book, Tony's book, Miles' book). I think Coates run happens BEFORE Steve rejoins the Avengers. It might even happen prior to Waid's short mini last year. I say this for two reasons: one, he and Sharon were no longer living together when Steve went on his road-trip during Waid's run because Steve was looking for a place to live and in the Avengers run he's living in Celestial mountain, yet in Coates run they are living together. And two, Tony was already out of his coma during Waid's short mini because Steve mentioned him a few times, but in the actual Iron Man book at the time he wasn't yet. This would also explain the absence of Sam (which has been bugging me) in Coates run, because the events of Sam's solo would place Sam in Chicago during Steve's incarceration. Anyway, this is the best I can figure with the pieces we've been given. It's weird to me that none of Steve's other friends, the non-Cap staples, have shown up to visit him in prison and offer to break him out (Tony, Carol, Thor, T'Challa, the other Invaders besides Bucky), but if Coates run was closer to the end of Secret Empire that would explain it, because they're all otherwise predisposed.
The only glitch in this was that Ross had an appearance in Avengers and the whole reason Steve is in prison was that he was framed for Ross' murder. So maybe Ross comes back to life before the events of Avengers? Don't know. I'm not reading Incredible Hulk (although I've heard great things and am eyeing the trades) but maybe that book will address it (maybe it already has, can't say).