I used unsweetened coconut milk. Was this my problem, because it does not have much taste

I wouldn't think so, the recipe doesn't call for sweetened coconut milk (that wouldn't taste good in a savory application anyways). Most likely you did not add enough acid and salt to counteract the coconut milk. Cream and non-dairy milks actually mask a lot of other flavors, so it's necessary to balance any addition with acid and salt. One other possibility is that you did not allow your vegetables to cook long enough before deglazing.