In what recipes can I use a thick coconut milk kefir?
If you're okay with the added acidity in a sauce, that would be fine, but for baking I would recommend looking for a recipe that calls for yogurt or buttermilk.
As far as I know, coconut milk does not curdle like dairy or other nutmilks might in the presence of acid or heat. It might separate, but should re-emulsify well enough.
However, baking usually involves some form of leavening, which means chemistry. If a recipe calls for sweet cream and you use an acidified substitute, you could change how it rises and end up with a dense final product (I've discovered this by adding too much lemon juice to cake recipes in the past...) But that's probably the worst that would happen. If the fat content is significantly higher, it will come out rich and moist, which may or may not be a good thing.
It might be interesting to give kefir cheese a shot with this coconut version. You could then mix it with butter or cream cheese and citrus friendly seasonings and sugar to make a nice spread.