Mix cake batter according to package directions, using the pineapple juice in place of some of the water.
Pour into two greased 13-in. x 9-in. x 2-in. baking pans. Bake at 350 degrees F for 15 minutes or until the cakes test done.
While the cakes are cooling, cook the 2 pkgs of pudding with the 4 cups of milk according to package directions. Let the pudding cool for about 10 minutes, stirring every 3 minutes. Add the cream cheese and beat well. Stir in pineapple.
Spread pudding mixture over the cakes. Lay cling wrap right on top of pudding layer.
Cool in refrigerator for 1 hour. Remove cling wrap. Whip cream with vanilla. Spread over top of pudding layer; sprinkle with coconut. Chill for at least 2 hours, overnight is best.