This page identifies a possible issue, concern, error, limitation, or bug!
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Not all of the CoolProp binary download folders have Mathematica wrapper versions. The last one that does seems to be v5.1.1.
The PhaseSI wrappers in that version do not seem to work
The Props1SI 2-arg wrappers in that version do not seem to work
But you can build it yourself with some minor tweaks as described here: