Preheat oven to 350 degrees F. Spray a 9x13-inch baking pan with nonstick cooking spray; set aside.
Make the Cake: In a large bowl, whisk together the flour, sugar, cocoa powder, baking powder, and salt; set aside. In a medium bowl, whisk together the milk, butter, eggs, and vanilla extract. Add the milk mixture to the flour mixture and use a rubber spatula to gently fold it together until just combined. Pour the batter into the prepared cake pan. Bake for 30 to 40 minutes, or until a toothpick inserted into the center comes out clean and the cake is firm to the touch.
Remove the cake from the oven and evenly scatter the miniature marshmallows over top. Return to the oven for 5 minutes to melt the marshmallows. They will be puffy and lightly browned.
Reduce the oven temperature to 325 degrees F. Spread the pecans on baking sheet in a single layer and bake until fragrant, about 10 minutes. When cool enough to handle, coarsely chop the pecans.
Meanwhile, Make the Chocolate Glaze: In a medium saucepan, combine the chocolate chips, corn syrup, and heavy cream. Stir over medium-low heat until the chocolate is melted and the glaze is smooth. Pour the chocolate mixture over the top of the cake. If necessary, use the back of a spoon to gently spread the chocolate over the marshmallow layer so it is evenly covered. Sprinkle with the pecans, and then the coconut. Let cool completely before serving. Store leftovers tightly wrapped (or in an airtight container) at room temperature.