This has the relatively straight-forward answer that it's pretty safe to assume that the ancestors of the Māori did bring the coconut, along with other tropical plants, but that it failed to survive. Coconuts grow in the tropics, and can't be cultivated in the New Zealand climate, even in the Far North the winter is too cold. Those that can are specific hardy cultivars from mountain varieties that weren't in the Islands a millennium ago.

We can assume that coconuts were brought based on the amount of tropical plants that were brought over and still cultivated in the 19th century. South of about Christchurch no introduced plants grew, so people mostly subsisted on bracken-fern root (aruhe) and fish and birds. In the rest of the country the relatively hardy gourd and kumara could be grown (though fern-root was still a very big part of the diet, making the pre-potato Māori a rather unusual case of an agricultural people who got most of their food from a wild plant), but in the Far North a fairly wide group of plants were grown. As well as kumara and gourd, people also raised taro, the uwhi or yam (i.e. a Dioscorea species, there are at least three plants called 'yam' in English), tī pore the pacific cabbage tree, and aute or paper mulberry for tapa cloth. Pretty much all of these were only cultivated with great difficulty, and were abandoned once crops that were better adapted to our more temperate climate were introduced. Aute for instance, which in island Polynesia is used to make big sheets of tapa cloth, was only used to make small pieces that were worn as ornaments or hair ties. They kind of lost popularity pretty much from the moment Captain Cook arrived with Tahitian tapa and Irish linen, and in the mid 19th century some of the remaining trees were eaten by cows (generally considered a much better agricultural prospect at the time). Given how pretty much all the Pacific plants which could be cultivated to any extent in New Zealand were cultivated, it seems pretty likely that an attempt would have been made to grow the coconut (and probably other tropical products like the breadfruit).

A more puzzling absence from the Polynesian 'tool kit' is the pig, which, as it was later proved, does pretty well in New Zealand, and is pretty important in Polynesian societies. When Tupaia (the Tahitian priest/navigator/etc. traveling on Cook's first voyage) was told Māori traditions of return voyages to Hawaiki his first objection was their lack of pigs:

And have you no hoggs among you? said Tupia. — No. — And did your ancestors bring none back with them? — No. — You must be a parcel of Liars then, said he, and your story a great lye for your ancestors would never have been such fools as to come back without them.

He kind of has a point, it's a lot easier to picture pigs being lost due to bad luck if only a very small number were brought on a single occasion, but it's much harder to imagine why there were none if there was a long period of regular contact with the homeland. The easy availability of seals and moa might have contributed to a lower value being placed on pigs though.

sources various, but quite a lot was from Maori Agriculture by Elsdon Best. It's from 1925, so it's missing a hundred years of archeology, but it's a good overview of the written evidence. Besides, I don't think there's another broad overview like it from more recently.