West Africa generally comprises the area made up of the following countries: Benin, Burkina Faso, Cameroon, Cabo Verde, Chad, Côte d’Ivoire, Equatorial Guinea, The Gambia, Ghana, Guinea, Guinea-Bissau, Liberia, Mali, Mauritania, Niger, Nigeria, Senegal, Sierra Leone, and Togo.
The Library of Congress Subject Heading system only uses "Christianity -- [Country name]" or "Christianity -- Africa". It's very unlikely to see "Christianity -- West Africa" as a geological subheading.
Likewise, it's important to note that searching "Christianity -- Africa" will not include books whose catalog record only includes "Christianity -- [Country name]" as a subject heading -- even if that country falls within Africa.