Preheat your oven to 350°F. Line a baking sheet with parchment paper.
In a medium bowl, whisk together the flour, baking soda, and salt. Set aside.
In a large bowl, cream together the softened butter, granulated sugar, and brown sugar until light and fluffy. Add the egg and vanilla extract, mixing until well combined.
Gradually add the dry ingredients to the wet ingredients, mixing until just combined. Fold in the shredded coconut.
Using a tablespoon, scoop the dough onto the prepared baking sheet, spacing them about 2 inches apart. Use your thumb to create a small indentation in the center of each cookie.
Bake for 10-12 minutes or until the edges are lightly golden. Remove from the oven and let cool on the baking sheet for 5 minutes before transferring to a wire rack to cool completely.
While the cookies are cooling, melt the caramel candies and heavy cream together in a microwave-safe bowl in 30-second intervals, stirring until smooth.
Once the cookies are cool, fill the indentations with the caramel mixture.
Melt the chocolate chips in a microwave-safe bowl, stirring every 30 seconds until fully melted. Drizzle the melted chocolate over the cookies and let set.