While I think most CEOs are looking for objective advice and help, the most powerful questions I find you can work on with a coach are:
Is my level of trust in each of my team members justified and how can it be increased?
Is my concern/fear about our business strategy valid and how can it be addressed?
Is my response to a given situation appropriate or am I over or under-reacting based on a personal bias or blindspot?
Overall having a coach is most helpful in providing a means to ensure your personal viewpoint as CEO is as balanced as possible allowing you to make truly objective assessments and decisions by minimizing distortions magnified by personal fears.