To avoid such mishaps I always tell my server I'm allergic to dairy. That puts them on guard.
I agree that a specific email is the way to go. I have done this successfully in the past with local restaurants and I listed what I can and will eat as well as foods that I do not want to eat. This avoids confusion as some people assume if you're avoiding dairy then you must be gluten-free! Or they don't realise dairy means all of milk, butter, cream, yoghurt etc. I refer to avoiding dairy specifically, but you're right: a lot of places use coconut oil too.
Take care, the retreat sounds really good, Sue