Preheat oven to 325°F (160°C). Grease a 9-inch springform pan and wrap the bottom in foil.
Mix chocolate cookie crumbs, sugar, and melted butter. Press into the pan. Bake for 10 minutes and set aside.
Beat cream cheese and sugar until smooth. Add cocoa powder, then sour cream. Mix in eggs one at a time, followed by vanilla and melted chocolate.
Pour filling over crust and smooth the top. Bake for 55–65 minutes, until just set. Turn off oven, crack the door, and let it cool inside for 1 hour.
Cool completely, then refrigerate for at least 4 hours or overnight.
In a saucepan, cook evaporated milk, brown sugar, egg yolks, and butter over medium heat until thickened (8–10 minutes). Remove from heat, stir in vanilla, coconut, and pecans. Let cool.
Spread the cooled topping over the chilled cheesecake. Slice and serve.