Here's a very detailed spreadsheet of Turnpikes & Toll Houses across Glostershire, it lists six in the Coleford area.
http://www.turnpikes.org.uk/Tollhouses%20of%20Gloucestershire.htm

The list is from this interesting website
http://www.turnpikes.org.uk/

The site's list of surviving Tollhouses gives one for Coleford - Pike House on the Chepstow Road at Sling, not to be confused with t'other Coleford in the Somerset Mendips near Wells. Pike House appears to now be a holiday let, photos here http://www.holiday-hideaway.co.uk/index