Do you have problems with coconut oil, butter/ghee, chicken skin etc? Duck fat is almost entirely saturated like those kinds. Are you sure the veggies don’t have anything to do with it? Maybe some antifungals or probiotics you took?
If it is the fat, then it might be lack of bile that’s the problem. If you’ve been on a vegetarian or low-fat diet for a long time, your body won’t be up to the task of digesting large amounts at once. You need to start small and gradually increase to allow it to start producing enough bile.
As for brands, organic or free-range is always preferably with animal products, but otherwise I don’t think it matters.