Different Fats And Oils For Cooking?

so can I use vegetable shortening for making capsules. I have heard to use coconut oil which i found has 14 grams of fat per tbsp and vegetable shortening has 13 so it should work right? Also will empty pill capsules hold a liquid or will it eat away at the gelatin capsules?

I use olive oil for every thing I eat. It is heart healthy you know.