Preheat oven to 350 degrees. Line a 9x9 baking pan with parchment paper. Set aside.
Oat/Pecan Crust: In a food processor, pulse the oats and the pecans until mixture resembles a fine crumble. Add the brown sugar and salt and pulse a few more times until combined. Place mixture in a bowl and add the melted butter. Mix with a fork until well combined. Press dough into the prepared pan. Bake on the middle rack of oven for 15 minutes, until golden brown. Remove from oven and let cool.
Coconut Layer: Spread coconut on a large baking sheet and toast in oven for 10-12 minutes, or until lightly browned, tossing with a spatula to promote even browning. Keep a close eye, because it goes from lightly browned to burnt rather quickly. Remove from oven. Let cool for a few minutes, then stir in the can of sweetened condensed milk until well combined. Spread mixture evenly on top of oat/pecan crust. Place in refrigerator.
Caramel Layer: Combine caramels and heavy cream in a small saucepan over medium heat. Stir constantly until caramels have melted and mixture is well combined. Pour mixture over top of coconut layer and spread evenly. Place in refrigerator until caramel has set, about 15 minutes.
Chocolate Layer: In a small saucepan, heat whipping cream and butter to a boil over medium heat; turn off heat. Add dark chocolate and let stand 5 minutes without stirring. After 5 minutes, stir with wire whisk until mixture is totally melted and smooth. Pour over caramel layer, spreading evenly. Let stand at room temperature for one hour, then refrigerate for at least two hours before cutting into bars. Cover and refrigerate remaining bars.