no, that’s not normal. It’s either an allergic reaction to the coconut oil, or there’s something else giving you the problems. Easiest way to test it is to stop using the oil and see if the symptoms persist. If you keep seeing the symptoms, the oil was not the problem, and you need to figure out what is actually causing this. If the symptoms stop when you stop using the oil, then you’re allergic, and you shouldn’t use it, ever.
Coconut oil is not necessary for your goals. There are plenty of other cooking oils you can use in its place. There’s nothing magic about it.