Koch Industries

That was the first place I looked, and by its descriptive nature it is indeed useful for ascertaining that people do in fact say "coke brothers". But the question asked was what the actual Koch brothers say.

It's of German origin, I would have assume it would be pronounced either as such[1], or anglicised with a k as in "stomach", which seems like the most common way for English speakers to deal with the troublesome voiceless velar fricative. Another option is to simply use the English cognate "Cook". "Coke" on the other hand seems far fetched enough that I wondered if it was some kind of a joke at the Koch brothers' expense.

1. https://translate.google.com/#de/en/koch