Canola oil is to be avoided at all costs. It's pure lab made synthetic crap. Also... from Canada.Olive oil and coconut oil aren't that bad for you compared to almost all other vegetable oils, such as soybean, corn, canola, etc. Olive/coconut oil are at least very minimally processed compared to most others.
Last I checked, trans fats and oleic acids were the worst types of fats by far, though I'm largely unfamiliar with the latter.
And on the 2nd point, saturated fat is literally a macronutrient along with cholesterol, and yet people have the exact opposite perspective.