Alternatives to coconut oil that contain the same penetrating/ protein protective lauric acid include palm kernel oil, tucuma butter and babassu oil. Note that I said ingredient, just because something doesn't work straight up doesn't mean you can't use it balanced with other ingredients.
Shea butter and jojoba largely don't penetrate and shea can build up, no oils or butters moisturise (add or increase water) to hair. There is no protein found in butters or oils, the coconut oil helps your hair hold onto hairs own structural proteins instead of them washing away when you shampoo.
You can DIY a hydrolysed protein treatment with gelatin, see the recipes board. A DIY deep treatment that is raved about is a cheap light conditioner plus coconut oil (or olive) plus honey and/ or aloe vera gel. Do a weak/ dilute protein treatment initially, it may dry your hair out that is 'normal' just do a deep condition right afterwards.
If you go back to dreads lose the baking soda, being alkaline that is worse for hair than a sulphate shampoo. TBH you might have been better using some sort of wax, that would have caused a mess but helped your hair hold water and generally given a layer of protection - baking soda and table salt dehydrate the hair.