n-Hexane or heptane is routinely used for the FAME analysis. There is a pharmacopoeial method available for estimation of FAMEs from various vegetable oils.
Heaxane is reasonable and widely used as FA solvent. Methyl esters are not the best derivative for MS identification. FAME are suitable for GLC analysis/quantitation; for GC-MS identification of more complex samples (e.g. milk fat) there is a number of more suitable derivatives - picolinyl esters or DMOX derivatives.
Strongly recommend W.W.Christie's "Mass Spectrometry of Fatty Acid Derivatives" part of his www site - http://lipidlibrary.aocs.org/ms/masspec.html. Wish you success.
Definitely use a high purity alkane. Hexane is an excellent choice, especially if you are trans-esterifying in methanolic HCl as methanol is immiscible with Hexane. To maximise your column lifetime, avoid chlorinated solvents as your transesterification agents (and acid) are more soluble in these. Halogenated solvents (e.g., dichloromethane) also have a tendancy to desorb from the injector over the course of the analysis (can be observed in m/z 84 and m/z 86 mass chromatograms as an exponential decay throughout the GC run).
Alkanes are good choice, provided you have left no monoglycerides in the reaction mixture. MeONa will also form soaps, RCOONa where R is a long chain carboxylic acid, as well as RCOO-glycerol ...
If alkanes (heptane, octane...) don't extract all you want to extract, then go for something more polar (tetrahydrofuran). I know by experience that sucrose-estearate dissolves nicely in THF, but not in alkanes. So you maybe safe using alkanes, but always depend on what you are aimed at. Should you wanna know how much did NOT react with MeONa, then use THF. Should you wanna follow the kinetics or the yield of FAME, then extract the insoluble left over with THF.
Fatty acid methyl esters can solubilize in IPA and can run the sample in relatively non polar column like HP-5 (5% Phenyl) and can increase the final temperature up to 280°C and keep the FID temperature also same.
Agree hexanes generally good, depends on lab temperature and lowest boiling target analyte. If warm room and not looking below C12, heptane can save you grief with evaporation of samples.
Because FAME come from MeONa reaction of tryglicerides and this reaction requires methanol as esterifying reagent you have to necessarily use n-hexane or similar solvent that is not miscible with methanol in order to extract only apolar compounds particularly FAMEs.
Hexane usually but if you want to lose less solvent to evaporation while samples stand on the autosampler go for a larger alkane - nonane even tetradecane.
Yes, hexane is the best solvent for FAMEs as well as FAEEs, but need to check evaporation during the final volume make up and tray time while doing GC-MS analysis.
Regarding low volume evaporative loss issues, what we have routinely found to work when using low volumes in inserts, is to deposit 100µL of hexane into the GC vial prior to placing the insert into the vial. This saturates the head space reducing evaporative loss of samples in the insert and as long as caps are secured properly, there is no loss of sample at room temperature in the sample tray for multiple days.