Is “go all coy over stg.” an idiom or simple combination of words?

I found the phrase “go all coy over reports “in the following sentence of Washington Post (May 12) article introducing CBS’s reported deal with Ashton Kutcher in replacing him Charlie Sheen as the leading cast of its sit com, “Two and a Half Men.”

Apparently “go all coy over stg.” looks like an idiom. So I checked usage of ‘coy’ in English Japanese dictionaries at hand and Oxford Advance Learners’ Dictionary to make it sure, but none of them carries the words, ‘go coy.’ Is “go all coy over stg.” an idiom, or simple combination of words?

“Ashton Kutcher has suddenly gone all coy over reports that his entourage is putting the final touches on a deal to have him replace Charlie Sheen on CBS’s “Two and a Half Men.” Kutcher’s finally got something he could tweet that we really want to know about, and now he clams up. Geesh!”

The word coy means shy, or deliberately reserved, particularly in the sense of not wanting to say things, or withholding information.

"go all coy" is really just a simple sentence, slightly poor grammar, but a common enough construction. "go all" means to turn in to, particularly suddenly. The phrase could be replaced with "suddenly became ...".

For Mr Kutcher to "go all coy over reports", means that he has refused to talk regarding the reports, or will not acknowledge them properly. Hence the use later in that paragraph of "now he clams up", which means something quite similar, to shut like a clam, unable to be pried open.