Hi palapa (and welcome to the forums)

As you mentioned, coconut oil has a long shelf life, so refrigerating your caps isn't a critical part of the process.

It's main use really is in preventing accidental 'leakage'.
i.e. Generally, the 'oil' will stay solid in the caps at anything under 21 degrees centigrade. Once you expose them to temps above that they can get a little runny if handled roughly.

Personally, I use a polystyrene holder when traveling which keeps them upright, for just such occasions.

As it happens, since I posted this guide last year a number of commercial suppliers have now started 'copying' the recipe and are manufacturing their own 'mail order' caps (God, I wish I could claim copyright!) , so clearly 'leakage' doesn't seem to be too much of an issue in the main.