Prepare and bake cake according to package directions, using a greased 13 inch x 9 inch x 2 inch baking pan. Cool. In a bowl, whisk together milk and pudding mix; let stand to thicken. Stir in the pineapple. Spread over cake. Prepare whipped topping mix according to package directions; set aside. In a mixing bowl, beat cream cheese, sugar and vanilla until smooth. Beat in 1 cup whipped topping. Fold in remaining topping. Spread over pudding. Sprinkle with coconut. Cover and refrigerate 3 hours or overnight.