What level are you training and how old are you?
What are the options for team where you are at? Xcel, JO, YMCA..? How about the other gyms further away?
Assuming you are slightly older than the average starting gymnast, what grounds do you feel you have to be accepted on team at the further away gyms? It would be unfortunate to make the decision to change gyms only to realize they wouldn't put you on team, KWIM?
In a perfect world, no coaches should yell or be mean, but could it be that the coach is loud and stern, but fair..? There's a big difference. If you walk into our gym and watch me coach a certain (large) group, I can guarantee you I will be loud (to make myself heard in a full gym with a large group of 5-8yo). Depending on what we are doing, you may even think me mean (during warmups especially when I tell them loudly to go faster, keep their legs straight etc...). I can assure you that nothing is further from the truth, I truly care about my little gymnasts and cheer louder than anyone when they succeed at something, and I'm also the one they go to when they are crying/hurt. I'm firm, I mean business but I also joke around and give them hugs. But, if all you see is a snippet of me during warmups you might think I'm yelling and mean..!
So take another look at this coach and see how the gymnasts respond to him/her. It may not be as bad of a situation as you think?