We study a one-dimensional totally asymmetric exclusion process with random particle attachments and detachments in the bulk. The resulting dynamics leads to unexpected stationary regimes for large but finite systems. Such regimes are characterized by a phase coexistence of low and high density regions separated by domain walls. We use a mean-field approach to interpret the numerical results obtained by Monte-Carlo simulations and we predict the phase diagram of this non-conserved dynamics in the thermodynamic limit.