Welcome fom me too. You have selected three aspects very close to my own heart. The Wine Festival is held on the land past Brouklis, on the left before you get to Marvel and Rainbow. Even Jen can walk there with a bit of help.
The Coconut Bar is easily found. Facing inland from the sea front, at the T junction with Marina Hotel and Sharon's Pool Bar either side, you walk about 2-300 yards and on the right you will find Yiota's Shop, and the Nut is next door. If you carry on you come to another junction with Armourada on your left, and past this you will find Brouklis and the field where the wine festival is held.
Vavilas is best reached by walking South along the sea front ie facing the sea, turn left. At the end of the sea road there is a sharp left bend, which takes you up to Bardis Sun Studios and Bardis Sun Hotel. Just keep walking, and after some fields you will see buildings. A bit further on, on the left, is Vavilas. But beware, you may well have to book.
Best wishes
Phil