The family associated with oil and other chemicals does, apparently, prefer the "Coke" pronunciation, or at least that's the pronunciation used by the news media in the vicinity of the Koch Industries headquarters. Some others believed to be related, a little north west of Wichita, sometimes use the "Cook" (Köch?) pronunciation. One, at Haven KS, is a Hereford breeder of some note; but I haven't seen him or any of his immediate family since the late 40s to know which pronunciation they currently favor.
The family as a whole is sufficiently secretive that relationships, beyond the prinicpals of the company, are mostly unknown, and some who may be related appear to be averse to admitting "who's family" ... (not entirely due to the corporate Koch's reputations, since it works both ways(?).)