For me, it depends. I typically add ROE to my home-rendered lard and tallow immediately after the final render is done. And I typically add the ROE to my liquid oils when I purchase them.
However, if I'm going to masterbatch my oils close to the time that I am purchasing and/or rendering, I simply add the ROE to the masterbatch instead.
I have never added ROE to coconut oil, shea butter, or cocoa butter as standalone ingredients. As you noted, CO doesn't tend to get rancid. As for the butters, melting them down to add ROE is too much work since I've never had either of those go "off," either.