Wow, this is the first time I might actually have to say. . . yes, I think that's an infection. Is your coffee stout growing actual fur? Shocking.
As for the source of your infection. . . you write:
I transferred it from secondary (carboy) to a bucket last week in order to add a grain bag of coffee.
Did you sanitize the coffee and the bag? If so, how? Remember that liquid sanitizers like star-san aren't terribly effective on cloth (like grain bags) or items with lots of nooks and crannies (like coffee beans.) I always boil
my coffee, in the grain bag, before adding it to secondary.
Aside from that, my only suggestion is to really redouble your sanitation efforts. Throw out all your plastic containers and tubing, and replace them. (That should be cheap, MUCH less expensive than a batch of wasted beer.) Rinse everything in water to get rid of large particulates, and then immerse everything in Oxyclean and scalding hot water for 20 minutes before you sanitize it. Then immerse everything in star-san for 20 minutes.
Some people save time and money by using a spray bottle to sanitize; if it works for them, great. I feel better immersing everything, and maybe you should too for the next couple of batches?