Wow, I'm surprised. I suffer from OCD, past depression, and anxiety. I've been taking coconut oil for the past 3 months and I have never experienced this. I'm also on Prozac for my OCD. If I were you, I would start by slowing introducing the coconut oil to your diet. I started out with just a little bit (like 1/2 tsp. in my coffee), and I slowly increased it each day.
Also, maybe you should try another brand like Nutiva organic extra virgin coconut oil. It's a bit expensive, but definitely worth it. It helps me with my digestion, too. I have read up on Nutiva and it's gotten great reviews (like 5 stars) out of hundreds of people who have tried it. I hope this works for you.