Since I did that from my phone, I will add a follow-up. Other than olive oil, common cooking oils that are liquids at room temperature are less stable, and I would avoid them for lubrication preparation. Extra virgin olive oil is cold pressed, it has not been heated, so it has the longer shelf life of olive oils. Heating will start the process to rancidity. Problem is, extra virgin olive oil is still one of the most counterfeited food products and depending on where you buy it, it may not be 100% EVOO. Fats that are solid at room temperature, lard, beef and mutton tallow, palm oil (it is really solid/hard at room temperature. If you have eaten Beignets at Cafe Du Monde, they fry in palm oil. You definitely have that mouth feel from the fat in those. If you need the lube to be soft, using EVOO will work and it is what I use. I mix it with different proportions of bees wax. To avoid the process as much as I can, I do not heat the oil, I heat the wax and then add cold oil. I have not tried coconut oil, but it is really stable as well.
If you are looking to go really 19th century accurate, I believe they utilized the whale oil. Since that is out, there is a US based oil that is a really close substitute, jojoba oil, it comes from a plant in the south western US.