Firstly, you saw your curl pattern once you did your big chop. It is possible that the color and the heat has changed your pattern and has also caused your dryness.
Undefined hair will not instantly become curls just because it is moisturized. Moisture can make the curls more defined and less frizzy but you must have a curl pattern to begin with.
It's hard for me to give you a list of specific products to use since its usually a trial and error for everyone. Based on what you have listed, maybe the shampoo and the cones in some of these products are making your hair feel a mess. Depending on your climate, maybe you should add some glycerine to your Water/Olive oil mix. Your hair may not like coconut oil. You maybe need a heavier sealant. You seem to have a good simple regiment but if the products aren't working, its time to find something else. Also, for some naturals it is important to moisturize with a leave in and seal with an oil/butter every night in order to maintain moisture. Remember, you have color treated and heat is regularly used on the hair so you sometimes have to do an extra step since both processes are drying.
I'm not sure why your hair doesn't lay neatly when braided/ flat twisted. Have you considered styling while the hair is wet/damp?
There's no need to lose hope. It's always hard to figure out what to do in the beginning. Even I sometimes stumble and I have been doing this for a while. It will get better when you know what works for you. I think you may need a break from your flat iron, doing it so regularly may not be helping you. A good thing is that your hair is not breaking badly.
3c/4a mix with an annoying loose wavy area in crown.
Thick Strands, Medium Density, Normal Porosity
BC in Jan. 2009 after transitioning for about 2 yrs.
Current Length: APL
Product Junkie. I have tried it all... well almost.
I ♥ Ayurveda!