Well i did'nt find any studies as you are looking for on colesores.
I found the idea while i was reading articules on mercola.com, but it was in the responces but readers section that i read from a reader, they stated this.
Maybe your allergic to the vit d supplements? I think it states on the site where i bought my vit d supplements that vit d supplements are made from the oil in sheeps wool.