Protein overload can cause dry brittle hair, so maybe you have a protein overload. Try checking the products you use for protein and cutting any with protein out of your regimen for a while. An easy way to do a deep treatment is to apply a heavy dose of your favorite conditioner, cover with plastic and apply heat, leaving it for an hour to overnight. if you leave it overnight, you don't need the heat. If you do have protein overload or protein issues, coconut oil might not be the best for you.
Experimenting with too many products to name here. All this great info keeps my head spinning.