The heavy-fermion superconductor CeCoIn5 displays an additional transition within its superconducting (SC) state, whose nature is characterized by high-precision studies of the isothermal field dependence of the entropy, derived from combined specific heat and magnetocaloric effect measurements at temperatures T ≥ 100 mK and fields H ≤ 12 T aligned along different directions. For any of these conditions, we do not observe an additional entropy contribution upon tuning at constant temperature by magnetic field from the homogeneous SC into the presumed Fulde-FerrellLarkin-Ovchinnikov (FFLO) SC state. By contrast, for H [100] a reduction of entropy was found which quantitatively agrees with the expectation for spin-density-wave (SDW) order without FFLO superconductivity. Our data exclude the formation of a FFLO state in CeCoIn5 for out-of-plane field directions, where no SDW order exists. [10]. The discovery of an additional phase in the high-field and low-temperature (HFLT) corner of the SC phase diagram [11,12] was therefore proposed to be the realization of the long sought-after FFLO state and promoted numerous experimental and theoretical studies. Specific heat shows an anomaly across the transition between the low-field SC and the HFLT SC phases at magnetic fields above H HFLT = 10.3 T along the tetragonal basal plane (H c2 = 11.7 T) [11,12]. This HFLT SC phase was further confirmed by several measurement techniques [13][14][15][16][17][18][19]. However, the formation of a FFLO phase in this material is controversial, since the subsequent NMR and neutron scattering studies found an incommensurate small-moment antiferromagnetic (AF) order in the HFLT SC state, which is likely of spindensity-wave (SDW) type [20,21]. One of the most peculiar properties of this phase is that the AF order does not extend into the normal state and exists only in the SC state [21], suggesting some additional stabilization of AF order by the SC state. Some theories proposed mechanisms for stabilizing AF order due to strong Pauli-limiting and a nodal SC gap structure, without a FFLO state [22,23], while in another theory, a coexisting FFLO state is necessary for the formation of AF order [24]. A recent In-NMR study for fields along [100] has suggested the formation of a pure FFLO phase leading to an anomalous line broadening already at fields between 9.2 T and H HFLT = 10.3 T, while the coexistence of AF order and FFLO superconductivity is claimed at H HFLT ≤ H ≤ H c2 [25]. A spatially uniform coexistence of AF order and FFLO nodal planes has also been suggested from the most recent NMR study [26]. The ordered moment associated with the AF order disappears when the field is rotated by more than 17• out of the basal plane [27]. Thus, any remaining anomalies, in particular for H [001], could not be related to AF order. The Maki parameter for this field direction is still twice as large as the required value for the formation of FFLO state, but much less studies on the SC state at high fields for H [001] have been reported. NMR experim...