We have just bought the bassinet attachment for our mountain buggy nano. It is called the newborn cocoon. It says it is safe for unaided overnight sleep. Is that the case? We were hoping to use it as our two month old’s bed while travelling.

Red Nose generally refers to a cot (or portable cot) that meets Australian safety standards, as being the safest place for baby to sleep.
In Australia there are no mandatory standards for bassinets.
However, Product Safety Australian do have some “buying tips” that may be helpful in determining the safety of any bassinet for sleeping.

Also important to remember, that once baby is looking like rolling, then baby should be moved from a bassinet to a cot. This can happen from as young as 3 months (occasionally earlier)
This is the info that Red Nose has about bassinets & sleeping baby in a pram.

As there is no Australian Standard for bassinets, we are careful to keep up to date with reports of accidents associated with their use.
To date, the most frequent accidents associated with bassinet use are falls and suffocation hazards.
https://rednose.org.au/article/bassinettes

Never leave your baby unattended in a pram or stroller. It is not a substitute for a cot.
https://rednose.org.au/article/prams-and-strollers

Product Safety Buying Tips for bassinets:
https://www.productsafety.gov.au/products/babies-kids/kids-furniture/bassinettes

Prams
Avoid sleeping children in prams or strollers.
Never have an unharnessed child asleep in a pram or stroller as they can move about and may be at risk of falling or entrapment.
If they are asleep, maintain regular supervision.
https://www.productsafety.gov.au/products/babies-kids/kids-equipment/prams-strollers