Great Job, oils do have amazing healing properties. I suggest that you try castor oil as well and alternate it with coconut oil. That was a good instinctive move to use oil on your scalp.
I think these are firing nerves in your head that gives you burning sensation. It could be due to either insulin resistance or infection. I had no exactly but radiating pain on my right side of head due to infection in my molar. That is quite probable because it is happening only on one side.
Also your blood Sugar is quite good for fasting person so I do not know if it is insulin resistance.
I think you have done an amazing job and documenting all the details so we all learn from it.