So, I found this recipe for xo sauce, which sounds pretty amazing, but it calls for two cups of vegetable oil.
I don't think olive oil would quite be the right flavor. I do think coconut oil would be an excellent flavor combination, but I worry that it would change the viscosity of the sauce fairly significantly (or separate out and harden).
/edit: Ooh. What about ghee? I haven't really cooked with ghee much.
Ghee has a similar viscosity to coconut oil, though it would probably be delicious.. but buttery. I would experiment with making just half a batch, or less, with some other (nut-based?) vegetable oil. Sorry i don't have ideas about that... oh, except "Light" olive oil doesn't have as much olivey flavor and might work just fine!
Depending on your cost / benefit, I'd give macadamia oil a try. I've gotten the NOW organic macadamia oil on Amazon - 16 oz. bottle for $15. 16 oz. = the two cups that you'd need. Yes, pricey for sure, but if you are using the sauce here and there for little hits of flavor - and not all in one go - it could be worthwhile.
Pros for macadamia oil:
Liquid at room temp
High MUFA / low PUFA content makes it suitable for higher heat cooking in a pinch. For super high heat stir-fries, you could also add the sauce made with mac oil to your dishes after the meat and veggies come off of the stove burner/wok, to avoid unnecessary oxidation.
Delicious yet understated buttery/nutty flavor that combines well with many flavor profiles
Probably couldn't serve your sauce (if it has the mac oil) to someone with nut allergies.
Kinda pricey, depending on how fast you'd go through your sauce
My immediate thoughts are macadamia nut oil/avocado oil - the soft flavour in both of these should not affect the XO flavour and sunflower oil. Regarding the sunflower oil my understanding is that Paleo peeps are on the fence about it. Some say ok, some say no. Same with Palm and Palm Kernal oil which were others I thought of.
Using coconut oil would be super tasty, agree! You should try a batch and see if you'll just need to bring it out when you're prepping food so it could be ready to go by the time you need it. Hmm...
Don't use ghee. I find asian (non-indian asian) food doesn't go well with the buttery flavors of ghee. You can try a really bland olive, but it might be a little non-paleo since it requires you to heat the oil.
I think traditional chinese cooking uses peanut oil, but that's not paleo either.
Because there's pork in the recipe, why not try using pork fat?
Light olive oil should work fine for you. It doesn't have the strong flavor like the virgin or extra virgin does. Back when I still ate cake I used to use it for that and it worked well so I imagine it would work for your recipe too.