Set to 350°F (175°C). Grease and flour two 8-inch round cake pans and one 6-inch springform pan.
Make the cheesecake center – Beat cream cheese and sugar until smooth. Mix in eggs one at a time, then add vanilla. Pour into the springform pan and bake for 25–30 minutes until set but slightly jiggly. Cool completely, then refrigerate.
Bake the chocolate cake – Prepare the batter as directed and divide between the 8-inch pans. Bake for 25–30 minutes until a toothpick comes out clean. Let cool for 10 minutes, then transfer to a wire rack.
In a saucepan, whisk evaporated milk, sugar, egg yolks, and butter over medium heat. Cook, stirring, for 10–12 minutes until thickened. Remove from heat, stir in vanilla, coconut, and pecans, then let cool.
Beat butter until creamy. Gradually mix in powdered sugar, then add melted white chocolate, vanilla, and heavy cream. Beat until smooth and spreadable.
Place one chocolate cake layer on a stand and spread with half the coconut-pecan filling. Add the cheesecake layer, then the second cake layer. Spread the remaining filling on top. Frost the entire cake with white chocolate frosting.
Decorate with coconut, pecans, or white chocolate shavings and serve chilled.