You'll have to settle for the M3 sedan instead.
According to BMW M GmbH's Jorg Bartels, the Bavarian carmaker has had second thoughts about building a Gran Coupe variant of the M4. Speaking with Carsguide at the launch of the M3 and M4 in Australia, the BMW exec said: "It was definitely considered, but there is no plan to build an M4 Gran Coupe." The biggest obstacle to the car was logistics. He said the "4-Series Gran Coupe is built in a different factory to both the 3 Series (sedan) and 4 Series (coupe), so there is a lot of challenges there."
If you were holding out for a hi-po variant of the four-door coupe, you will have to settle for the M3 sedan instead. First world problems don't get better than that.