Consider the complement, i.e. where you are asked to test whether $G \pi \cap H \not= \emptyset$. As I pointed out in this answer, testing whether $g \in \langle g_1, \ldots, g_k\rangle$ is in $\text{NC} \subseteq \text{P}$ [1]. So you can guess $g, h \in S_n$ and test in polynomial time whether $g \in G$, $h \in H$ and $g \pi = h$. This yields an $\text{NP}$ upper bound and, therefore, your problem is in $\text{coNP}$.
Edit: It is shown in [2, Thm. 15] that the coset intersection problem is in $\text{NP} \cap \text{coAM}$. As noted here, p. 7, the coset intersection problem is therefore not NP-complete, unless the polynomial time hierarchy collapses. Moreover, it is noted here, p. 6, that it was shown by Luks that the problem is in $\text{P}$ when $H$ is solvable, which include the case of $H$ abelian.
[1] L. Babai, E. M. Luks & A. Seress. Permutation groups in NC. Proc. 19th annual ACM symposium on Theory of computing, pp. 409-420, 1987.
[2] L. Babai, S. Moran. Arthur-Merlin games: A randomized proof system, and a hierarchy of complexity classes. Journal of Computer and System Sciences, vol. 36, issue 2, pp. 254-276, 1988.