Hollandaise tends to separate when placed in a cold environment due to different thermal expansivities of fat and water, as well as the higher melting point of saturated fats that will cause a preferential association of the fatty acid chains in the cold, even with an emulsifying agent like the lecithin in egg yolk. Because you are still using a saturated fat here (coconut oil, rather than butter), you will see similar behaviour, so I wouldn't recommend storing a hollandaise-type sauce made with coconut oil.
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