Presumed,
I am a real Filson fan and your observations as to the oil odor are correct. Heat seems to increase the odor and time will definately decrease it.
As to the clammy feel this is something I have not experienced. I nearly always have my coat over a wool vest or sweater though. I do not have any cover cloth coats but do have the cover cloth rain pants. This light cloth seems to drape more closely to the body...no break in required, but more closely fitting which may produce the clammy feel. My tin cloth coat stands away from the body as it is very stiff when cold. Shelter cloth is a bit less stiff but it also does not drape like the cover cloth.
I think a bit of a break in period will definately lessen the oil odor and change your "feel".