Welcome to the forum. It's rather hard to judge your situation without knowing more about your setup.

How wet do you keep the substrate? Does the tank smell foul? I've never used coir exclusively as a bedding, but I have seen some suggest that, if kept by itself in a really humid environment, coir should be changed every few months. Do you have a drainage layer underneath the coir? Something like sand, gravel or a hydroton in a false bottom setup could really extend the life of your substrate.

It sounds like you've been pretty diligent with the cleanup, so I wouldn't worry too much about bugs. If the substrate is producing so many gnats that they're getting out and causing problems in your room, then they should be obviously present in the tank as well.
That said, I've had some pretty interesting things show up in my setup uninvited: moths, beetles, fruit flies, mites - and that's just the stuff I noticed. None of them caused any problems. As long as there's no population explosion, I'm actually pleased that there's an ecosystem going on in my vivarium.

Don't worry about the mold, as it tends to come and go on its own. Most humid vivariums see mold at some point. Consider seeding your enclosure with detritivores like springtails or woodlice. They feed on rotting organic material and fungi; and help keep things tidy.