Coconut flour

Yes you could use coconut flour to thicken sauces and gravies, but you get a slightly sweet, coconutty taste with it. So I sometimes use it in curries, but for other sauces and gravies I tend to use guar gum or double cream.
Baking with coconut flour is ok too, but you have to be very careful to make sure there are no lumps in the batter, they taste horrible in the finished product.
I dont bake using coconut flour on its own because I find it gives a kind of sandy sort of texture, bit gritty, but maybe I am just plain awkward and extra fussy, so I bake with almond flour and add coconut flour or just with almond flour alone.

Replacing breadcrumbs? Errr I dont think so, never tried it, depends what recipe you have, where you use breadcrumbs, can you be bit more specific? I either use breadcrumbs from my home baked low carb bread or oatbran. What kind of dumplings would you like to make, is it something like stew and dumplings? If you use coconut flour to make dumplings you will have the coconut taste in them, it might taste odd with a beef stew?

Hope this is of some help to you.
Looking forward to your intro and participation in this forum.
All the best to you and yours