Being the suspicious type, I worry about buying lube from the same sort of folks that brought us pthalate-laced jelly sex toys, smelly rubber butt plugs, lithium rechargeable fire hazards, yada yada. Not confidence-inspiring.
For DW and me, coconut oil just smells way too much like baking cookies with the kids. Following some advice on this board, I've ordered some nice refined shea butter, so we'll see.
A few years back, I got a couple of gallons of nice traceable food-grade silicone lube (dimethicone, aka polydimethylsiloxane) from Clearco Products in the USA. (I have no connection with them except being a delighted customer.)
It was much cheaper than the same quantity of lube sold by the usual suspects, and is made in by a very reputable, family-owned firm with a long track record. It's really good news AFAICT.
We usually start out in the back, with me wearing a condom and one of us using a vibe on her clit. (It's usually me running it at the start, but then she generally takes over, because I tend to get a bit preoccupied after being in her butt for a few minutes.)

Once she gets there, off comes the sheath and we finish up in the front. Good stuff, no worries. The only issue is using too much lube, because if it's all spread around down there, there isn't always quite enough friction at the end. It's a bit of a judgement call getting enough for the first bit without having too much for the second.
Now that we're doing the anal thing just about every time, it seems like there ought to be a better way. I've ordered some nice refined shea butter, which we'll try, but DW and I are very interested in any lube expertise from any regular front/back folks. (Diehard AO couples probably don't have the difficulty, or am I wrong about that?)
Thanks
YS