You always ask the BESt questions, and they often mirror the concerns of others.  My sense with regards to cocunut oils and fat, based on my own observations and the comments of other experts whose opinions I value, is that it is a "preferred fat' but that it needs some respect with regards to (a) portion size and (b) frequency of use within a day's diet, especially in patients who have heart disease or fat restrictions.  So I recommend choosing this fat in lieu of artery clogging trans fat and animal fat but with the caveat that it accompany healthy oils like olive oil, vegetable oils and the fats found in nuts and seeds within a balanced diet.  So if these fats are the 'stable of choice' so to speak, I might choose to have coconut-sourced fat at breakfast or with a snack, leaving the opportunity to have olive oil/vinegar dressing on salads at lunchtime, dinner or in lieu of dressing, some nuts and seeds on my salads to help me to absorb the fat-soluble vitamins.  Again, a serving of oil has 45 calories, so even with healthy fats, I still recommend counting servings of fat daily.  and yes, I have had the same observations with coconut oil that you mention, so I and other experts conclude it is not the panacea for everyone, as a health food per say.

I too have stellar blood pressure, heart rate and cholesterol profile.  In fact, my HDL is so high (over 100) that i had to have it checked to make sure that the fractionation did not reference a negative rahter than a positive.  glad to share that 30 plus yrs of exercise and healthy eating seemed to have simply nudged the number up.  I have eaten what i call the "checklist" for 30 plus yrs, namely 4 fruits, 5 servings of veggies, 8 ounces of lean protein, 2 servings of high fiber grains (at breakfast and lunch), 2 servings of fat free dairy, and a couple of small servings of fat.  I will sometimes skip the grain carbs on low exercise days and replace with vegetable protein.  I have not eaten red meat or any meat, for that matter for about 20yrs but I am obsessive about meeting my daily protein needs with eggs, fish, tofu, nuts and seeds, or beans.  I am a walking testimonial that you can have significant muscle tone without animal protein.

So if Paleo works for you and allows you to manage your weight, health parameters then touche!  I, on the other hand, found this outline works brilliantly for me.  And in fact, as I recently experienced menopause, after some initial weight struggles, I have actually dropped 6 pounds and wowed my OB/Gyn at my recent visit.  So it "can be done" with an eating program that is balanced, sensible and calorie conscious, and that includes a healthy dose of healthy fats!!  Plus a daily exercise routine that burns calories with aerobics and builds muscle with weight training.