Good question and I think adding flavoring at the end would work the best. It might get cooked out if added at the beginning of whatever it is you've made.
I've added orange oil and cherry oil to chocolate just before pouring into molds and they worked well like that, so I think coconut flavoring would work as well.
I use unscented coconut oil because 2 patients don't like the smell or taste of coconut, even if in capsules.
Another doesn't like walnuts in chocolate or brownies. I love coconut and most all nuts, lol.