Yes, that's the key thing I wanted to know: whether or not it's refined. The thing about unrefined is that it really could be that the smell changes over time, in an unpleasant way.
One way to try and rule out the possibility of infection, versus just a change of smell in the unrefined product, would be to use a refined version of coconut oil next time. Refined coconut oil typically has little to no perceived smell to it. One organic brand that I've used - just the refined version - is "Spectrum".
If you use a refined version and you still get a strange smell, it still could be that you have a mild infection triggered by the damp, warm overnight use of relatively heavy oil (grapeseed, if I'm correct, is lighter in weight).