It is unclear why you are taking Coumadin. Do you have atrial fibrillation?
There is no question but that statins can cause muscle pain and weakness - though your doctor can check some blood levels to see if there is evidence of muscle breakdown. Being on a strict diet certainly helps, as does weight control and regular exercise. I see no harm in your taking vitamins and there are certain foods that do help lower cholesterol.
Sometimes switching from one statin to another helps in relieving the muscle pains (for example, switching from Crestor or Lipitor to Pravachol). I don't know about the relative value of the niacins and your physician should check on whether their use will affect the prothrombin times.
As you know, there are now anticoagulant medications that can be used instead of Coumadin and do not require regular prothrombin times - but they are definitely more expensive than Coumadin.