Fungus gnats can lay their eggs and have their larva grow in almost anything, and to them coco coir or peat is not really any different than soil. I’ve even seen them have surviving larva with absolutely no soil in an improperly maintained DWC hydro with clay pellets. As long as water is pooling and stagnating with enough wet decomposing material, fungus gnats can thrive. They look the most similar to mosquitoes out of the common pests in most indoor gardens.
Here is a link with tons of good info on different ways to identify if it is indeed fungus gnats or something else as well as various treatments. This person was adamant it couldn’t be fungus gnats, I believe because they were also using the clay hydroton and had no soil, as well as for other possible reasons, but it did turn out to be fungus gnats after all:
~MacG