Preheat oven to 350 degrees, and grease a 9 by 13 baking pan with a little bit of oil.
Add flour, baking soda, salt, sugar and cocoa to greased pan. Whisk to combine all ingredients, and move ingredients to one side of the pan.
On the other side of the pan, whisk together buttermilk, oil, and vanilla. Slowly whisk in dry ingredients, a little at a time, until the mixture is smooth.
Sprinkle shredded coconut, caramel chips, and 1/4 cup of walnuts over surface of batter. Using a spoon, gently mix them into the batter.
Bake for 30 minutes. Remove from oven and cover surface with marshmallows and remaining nuts. Bake again until marshmallows slightly brown.