The fact that the consult and moenghus seem to want the same thing at this point, mainly, the holy war to march on shimeh, makes it easy to feel like they might be working together in tdtcb.
However, since they end up clearly at odds by the end, I think it extremely unlikely. The Consult want the cishaurim destroyed for the same reasons the other schools fear them, but also because moenghus has been killing skin spies.
I also have trouble seeing why, if the Dunyain were working with any faction, why they would bother throwing together this holy war. It would be much easier to send an actual assassin, with proper information and training, than to do this whole bit. Further, if the consult were in league with the dunyain, what's the point of the epilogue of TWP? It just doesn't fit.
Locke, the golden coin dilemma is hilarious to me. I want to dismiss it as just author oversight, but now that you've brought it up I want it to be important. I also can't get the Monty Python bit with pigeons and coconuts out of my head to take it more seriously.