Fixing to thermal blocks isn't usually a problem, OG. The trick is to go for depth. I use rawlplugs and 3" screws. That's Ok for a single fixing, but your problem is that coat hooks are usually 2 or 3 holes quite close together. Then, you have the problem of the masonry crumbling as the holes join up.
I must admit the I would always go for a timber screwed to the wall, then the hooks can easily be fitted to that.
Even with brick or concrete blocks, there is always that problem of crumbling because the holes are too close together.