Most are edible though many ester oils (which are by definition liquid waxes) aren’t digestible and come out on the back the way they got in at the front.
Capric/caprylic triglyceride is just fractionated coconut oil, and hence is edible and fully digestible like all mono-, di-, and triglycerides of ‘normal’ fatty acids.
I’d be careful with branched-chain fatty acids and fatty alcohols such as isostearyl isostearate and esters of Guerbet alcohols like ethylhexyl and octyldodecyl esters. These are not digestible and usually not metabolisable by humans (only by microbes) though they can still be bioavailable which may render them not so healthy.
Esters of propylene glycol and other di- and polyols may be edible or may not be. I’d be hesitant eating for example glycol distearate.