Are you using the coconut oil to replace bad fats/oils in your diet or are you increasing your overall fat intake? If it is the latter, you may be triggering gallbladder problems with the higher fat diet, especially if you take it all at once.
Try using the coconut oil in place of butter or other oils in cooking, eating, seasoning, spreading, etc. Spread a bit of coconut oil on your toast at breakfast. Put a chunk of coconut in your smoothie. Put a bit on your veggies before serving.
Coconut oil is a food -- eat it with food. Using it as a supplement is a mistake.