I have heard more than once that pulling with coconut oil is a whole other ball game. I do think that CO is an amazing oil, and it's anti-viral properties are proven.
I would switch to another oil for awhile and revisit the coconut oil later. Try Sesame for a bit and see how your gums are.
My first instincts are that you are allergic to coconut. What do you think about that? Why don't you try to put some coconut oil topically on the inside of your arm for a few days and see what happens?