Preheat oven to 350°F. Grease and flour two 9-inch round pans.
Whisk cake mix, buttermilk, oil, egg whites, and vanilla until smooth.
Divide batter into pans. Bake 22–26 minutes. Cool 10 minutes in pans, then fully on racks.
In a saucepan, cook butter, sugar, milk, and egg yolks over medium heat, stirring until thick (10–12 mins).
Remove from heat. Stir in vanilla, coconut, and pecans. Cool 15–20 minutes.
Spread filling on first layer. Add second layer. Leave sides bare or frost lightly.