Yea, a little may be put inside, with any kind of a syringe, or even the suppositories as frozen coconut oil, but be careful not to put a lot in because it will leak out, and it will look like you stopped by Big Eddies Taco and Sushi Palace, and ate the day old sushi.
You can only put so much in that will stay. If you plug for a longer time, you must do maintenance periodically! That means keep a tiny amount of lube on you for a quick re-lube and wipe, and you're on your way again for a while. If you think: "Hey, I'll just inject 6 ounces of oil into my rectum, and I'll be set for a whole night at the disco", You may have an even harder time getting past the doorman the next time you go there...unless it's the end of the night, and the management wants to clear out the disco as quickly as possible so they can all go home to dinner and bed.
If shea and coco butter work for you, and are non toxic, great.
If you have a silicone plug, stay away from silicone lubes, it will dissolve the finish, and can possibly damage it. Just as petroleum based lubes can damage and mar soft plastic, vinyl and rubber.