Hmmm I have NO idea. Never thought about cones sealing the chlorine out. Interesting. But, since silicones are a sealer and coconut oil penetrates the shaft, why not try applying coconut oil and then sealing w/ the cones?
If your hair is super dry could I suggest going fully CG? If you cut out the sulphates it should really help w/ the dryness.
Also you should think about how you use silicones. I would imagine the best routine for cone-users would probably be something like:
shampoo (coco-betaine low poo or mild sulfate to clarify the cones, no silicones in the shampoo!)
CG rinse-out (moisture, no silicones!)
CG leave-in (moisture, no silicones!)
CG gel, mousse, whatever other styler (can be non-CG if final layer)
Only the very last thing you layer should have silicones so it seals in the moisture and the excess water out. Maybe some cone-users on the board can chime in on this one? The idea would be to layer products in such a way that the silicones don't disrupt the intake of moisture. So use all your moisture-products first before adding silicones. You would be breaking down the cones with your shampoo, then adding moisture (via your RO + LI, no cones so it can penetrate the shaft!) then seal in all the moisture w/ cones.
Regarding swimming different routines to help protect hair from chlorine. I know there's quite a few threads on this board but I'm too lazy to look them up right now.
I know some curlies soak their hair in olive oil, or conditioner then olive oil... or even soaking hair in plain water before swimming helps. There are always swimming caps as well. Good luck!