Honestly it sounds like you have a mild food allergy to coconuts. My stomach behaves the same way when I have soybean oil, and I am allergic to soy. I would just not use coconut oil. There are plenty of other oils you can use, and you don't always have to use oil. When stir frying you can use butter instead, and when baking you can actually use applesauce, banana, or guacamole in place of oil.
Stumbled into Primal due to food allergies, and subsequent elimination of non-primal foods.
Start Gluten-Free/Soy-Free: December 2012; start weight 158lbs, Ladies size 6
Start Primal: March 2013, start weight 150lbs, Ladies size 6
Current: 132lbs, Ladies size 2
26lbs lost since cutting the crap.