Once War Day has started, Coalitions are busy providing aid and are no longer be available to form new relations. You are able to form new Coalitions after the current War Day has ended.
 
 
Why can’t I form defensive Coalitions on War Day?
Once War Day has started, defensive Coalitions are no longer purchasable. You are able to buy new defensive Coalitions after the current War Day has ended. However, offensive Coalitions can be formed at any time.