You can only use lightning to fund your wallet on SN and Coinbase does not support lightning. Coinbase would also not accept a lightning address for withdrawal - so funds shouldn't have left Coinbase. If they did you should reach out to their support team.
If you don't have a lightning wallet, I recommend the mobile Muun wallet. Send your Coinbase bitcoin to Muun and then send from Muun to SN.
Noob here, trying to fund my wallet here via lightning address from a Coinbase wallet. Funds have left coinbase, but I haven't received them here. What am I doing wrong?