[LunarBerry]

You may try making a "homemade/food grade" dry shampoo? A little sprinkle on them and brushing them out may get that greasy look. Or he may have a major case of "bedhead". I know that when you strip the oils from the skin (on humans) too much that the oil glands will over activate to compensate the lack of moisture/oil.
Perhaps not adding the extra oil into the conditioner. Use the coconut oil as needed by a few drops (a little goes along way) when applying. Or even better, just feed coconut oil as a supplement. My girl is cotton coat but has very soft shiny hair. She'll look "dirty" around one and a half to two weeks when it's time to wash her. She gets a professional grooming once a month and I do in between maintenance in between (once a month also).