Grease a 9" loaf pan and line it with plastic film. Greasing the pan will help the plastic film adhere to it and will make it easier to take the wrinkles out. You want the plastic film to be as smooth as possible as any wrinkle will transfer to the terrine.
In a large measuring cup, add 1/2 cup cold water and sprinkle gelatin on top. Let the gelatin bloom over the cold water for about 5 minutes, then pour boiling water and mix well until the gelatin is completely dissolved. Let this come down to room temperature.
In a large mixing bowl, add salmon, shallot, parsley, capers, salt, pepper and lemon juice and mix well until the ingredients are well combined and salmon is broken down into flakes.
In a separate bowl, mix the mayo and coconut milk then add the gelatin and whisk until well combined; delicately fold in salmon mixture then pour this into the prepared loaf pan.
Refrigerate until fully set, at least 6 hours but preferably overnight.