Preheat Oven: Preheat oven to 350°F/175°C. Line a 9x13-inch baking pan with parchment paper or foil, letting it extend past each edge of the pan for easy removal and to protect from overflowing. Spray the paper or foil with cooking spray.
Make Chocolate Layer: In a mixing bowl, combine chocolate cake mix, ½ cup applesauce, and ⅓ cup of coconut milk. Mix until a sturdy dough forms. Spread the chocolate dough evenly in the bottom of the prepared pan. Dampen your fingers to press the dough because it's sticky.
Make Vanilla Layer: In a mixing bowl, combine vanilla cake mix, ½ cup applesauce, and ⅓ cup of coconut milk. Spread the vanilla dough over the chocolate layer.
Make Strawberry Layer: In a mixing bowl, combine strawberry cake mix, ½ cup applesauce, and ⅓ cup of coconut milk. Spread the strawberry dough over the vanilla layer.
Prepare Sweetened Condensed Coconut Milk: In a large microwave-safe bowl or pyrex measuring cup, add the remaining coconut milk, cornstarch, and sugar. Stir to combine. Microwave for 30 seconds. Then stir to remove lumps. Repeat this process until the lumps are gone. Then microwave for one minute at a time (keeping a close eye on it so it doesn't boil over). Repeat until the mixture thickens. See notes for fixing lumps or stovetop option.
Pour Condensed Milk: Pour the sweetened condensed coconut milk evenly over the top layer, ensuring each area is covered.
Bake: Place the pan in the preheated oven and bake for 50 to 60 minutes, or until a tester inserted in the center comes out clean.
Cool and Serve: Once baked, remove from the oven and allow to cool. Trim the edges, then cut into bars and serve.