Place an oven rack in the lower third of the oven. Preheat the oven to 350 degrees F. Spray two 9-by-13-inch ceramic or glass baking dishes with vegetable oil cooking spray. Line each dish with a 15-inch-square piece of parchment paper, allowing the excess paper to overhang the sides. Spay the parchment paper with vegetable oil cooking spray.
For the brownie layer: In a large bowl, blend together the brownie mix, eggs, vegetable oil, 1/4 cup water and espresso powder. Using an electric hand mixer, beat for 1 minute on medium speed. Pour the batter into one of the prepared baking dishes. Sprinkle with the coconut and bake until a toothpick inserted about 1-inch from the edge of the baking dish comes out clean, 25 to 27 minutes. Transfer the pan to a wire rack to cool for 1 hour. Using the excess paper as handles, lift the brownie layer from the pan. Run a thin spatula underneath the brownie layer to loosen it from the parchment paper. Set aside. For the crust: Preheat the oven to 350 degrees F. In a small bowl, combine the bittersweet chocolate and butter. Place the bowl over a pan of barely simmering water and stir occasionally until the chocolate has melted and the mixture is smooth. In a medium bowl, whisk together the flour, cocoa powder, baking powder and salt.
In another medium bowl, whisk together the sugar, eggs, 2 tablespoons water and vanilla extract. Gradually add the dry ingredients and stir until thick and smooth. Fold in the melted chocolate. Stir in the chocolate chips. Using fingers, press the dough evenly into the bottom of the remaining baking dish. Bake until light golden, 14 to 16 minutes. Cool for 30 minutes. Sprinkle the walnuts over the crust.
For the caramel: In a medium, heavy saucepan, combine the caramel candies, 2 tablespoons water and vanilla extract over low heat. Cook, stirring occasionally, until the candies have melted and the mixture is smooth, about 10 minutes. Pour the caramel evenly over the crust. Working quickly, place the brownie layer on top of the caramel. Gently press the brownie layer into the caramel. Refrigerate for 1 hour until the caramel has set. Allow the layers to come to room temperature, about 30 minutes. Cut into 24 bars and store airtight in a plastic container.