In a stand mixer or a mixing bowl, mix Deluxe Chocolate Cake Mix, Vanilla Pudding, Vegetable Oil, Eggs, Milk, and Vanilla extract until smooth and creamy.
Divide the batter among three greased and floured 9" cake pans.
Bake and cool completely as directed on the cake mix box.
For Filling:
Mix together unsalted butter, sugar, and milk in a saucepan.
Bring to a boil and stir constantly for 4 minutes.
Mix in the marshmallows, coconut, and vanilla extract until everything is smooth.
Spread between the layers and stack as you go.
For Fudge Icing:
Mix Powdered Sugar, Cocoa Powder, Unsalted Butter, Milk, and Vanilla Extract together until smooth.
Spread on the top layer and up the sides. If you need to, add more milk.