I would just boost the dextrins in the beer knowing that you will have additional oils from the chocolate (and the coffee). While its a good idea, I'm not sure cold-crashing/skimming would get all of the oil as a lot of it may still be dissolved in solution. Add some oats, extra flaked barley and/or dextrin malt to the mash.
With respect to the coffee choice and method:
Sumatras can be, well, simply WEIRD due to the wet processing/hulling methods they use at the origin. Professional cuppers get some really strange flavors from a lot of the producers there, which for many coffee snobs is desirable as they can have loads of character/depth. When using coffee in a beer though, what most people want is a 'roasty' flavor without being acrid. This is more dependent on the level of roasting of the beans than the origin, but I would use something that is more of a 'classic cup', such as Colombian, Guatelmalan or Costa Rican. You want to make sure you have a light-to-medium roast though ideally, as it will add some brightness/acidity and light roasty flavors to complement the roasted barley/black patent. What's also key is HOW RECENTLY it was roasted prior to cold brewing it. The closer the better. And grind the beans right before you brew with them.
I find that cold-brewing the coffee gives a far more robust and pleasant flavor than adding beans/grounds to the kettle or fermenter, so you're right-on there. Cold brew it and add the resulting extract at packaging after sampling the beer with different levels of coffee extract added.
I am a home coffee-roaster and full-throttle coffee snob along with my brewing hobby!