Warm the coffee to about 100 degrees (30 seconds or so in the microwave but don't make it too hot).
Put the warm coffee, orange juice, sugar, and salt into a large bowl or the bowl of a stand mixer. Stir together, then sprinkle the yeast on top.
Add the yogurt, egg, flour, cocoa powder and cinnamon. By hand, mix well and knead for 10 minutes OR knead with the dough hook of the mixer for 5 minutes.
With the oven off, place the bowl of dough on the middle rack. On the rack below, put a bowl of hot water. Cover the dough bowl with towel. Leave in closed oven for 1 hour, until the dough has risen double in size.
Spray your loaf pan with cooking spray. Put the dough on a floured cutting board and knead two or three times. Press the dough into a rectangle that is as long as your loaf pan and twice as wide. Roll the dough into a tube and place seam side down in the loaf pan, pressing lightly so the dough fills the pan.
Allow to rise again for 1 hour, using the same method as the first rise.
Remove the dough from the oven and preheat to 400 degrees. Bake the bread for 5 minutes at 400 degrees, then lower heat to 350 degrees and bake for 30 minutes. Allow the bread to cool in the pan for 2 minutes, then remove and place on a wire rack to cool.