You definitely need some richer, more emollient products and a different sealing oil.. if the hair near the roots is softer probably because it has access to your natural scalp oil.
issue #1: Tresemme Naturals has a drying alcohol in it, its a great conditioner but more than one my friends who use it as their primary conditioner have experienced dryness eventually. The Hello Hydration has silicones, though not the bad ones.. I never think using a condish w silicones to fix dryness is a good idea, though some peoples hair likes them.
If you want a drugstore condish maybe try the garnier triple nutrition, trader joes nourish spa or yes to carrots, both are pretty rich and versatile.
#2 ditch the coconut oil, like they said hair that doesnt like protein usually doesnt like coconut oil either.. id switch to something like olive, castor or avocado
#3 the moisture retention shampoo is a great one for dry hair, but that mixed chicks.. again with the silicones. You can mix honey and olive oil and DC with that solo, or add it to the garnier or yes to carrots, both also make good leave ins & DC's. Baby banana food & olive oil is also a great cheap DC
#4 your hair is probably breaking because its dry not because it needs protein..
Just my opinion!