So, I realized that I'd forgotten two very important things I wanted to try. First, I wanted to test the addition of oil to the henna paste.
So I grabbed some mohair, worked it into a strand, secured it, and set it aside.
Then I got a plastic bag and mixed 1t. henna with 2t. cold, filtered water. Then I added 1/8t. coconut oil. I chose this amount because this is the ratio I use in my own hair--1/8 as much oil as henna powder. So anyway, I mixed it well again, and I must say the consistency of the henna was just lovely and silken at this point.
So I washed the strand with cold, filtered water and baking soda, rinsed it in cold, filtered water, squeezed out most of the excess water, and put it in the bag. I then sealed the bag and worked the paste into the strand.
I put the bag between 8 layers of a folded sheet of Bounty, and set it on the PC's system unit (which is still just barely warmer than lukewarm).
I left it for 6 hours, then rinsed it. The color looks like that of the strand from the first experiment. I see absolutely no difference.
So I conclude that coconut oil, at least in this ratio, has no effect on dye uptake.