why didnt the fellowship go to the coast and sail round to mordor, harad is more sparsely populated and easier to cross as a small party.

It might be that the risk of an engagement with the Corsairs was deemed to be too great. In addition making landfall in Harondor would have put the company in danger of being intercepted by Southron soldiers marching north from Harad. And Gandalf might have wanted to avoid landing in Pelargir or Dol Amroth and bringing the Ring through the Southern Fiefs of Gondor