Yes to what Hector said. And if your mousseline is great, I would suspect the temp of the custard.
Also, I wonder if your experience has something to do with the coconut oil getting cool enough to solidify. Unlike butter, it has a sudden change from liquid to hard as it cools, and this may be what helped your frosting come together. As long as you don’t get it hot enough for the coconut oil to melt, I imagine it will remain stable.
I haven’t made this frosting, but my experiences with cocoa butter (and I think cocoa butter may have similar qualities to coconut oil) have been that while it’s liquid it thins out a buttercream, and when it’s a solid it firms it up. It’s that sharp melting point effect- no creamy, dreamy soft-but-not-too-soft stage that butter gets.
If you try it again (or anytime you make something with cocoa butter or coconut oil), consider making the buttercream as directed, and then if still too runny chill it, then allow it to come back to room temp before beating again. That way the sharp melting point fats will be solid instead of liquid.
I wonder if your coconut cream has the same water/fat content as the brand Rose used in the recipe?