For the bread pudding, combine the cream of coconut, cream, sugar, pecans, undrained pineapple, coconut, butter, eggs, vanilla, cinnamon and nutmeg in a bowl and mix well.
Add the bread cubes and mix gently. Let stand until the bread soaks up the mixture, adding additional bread if needed; the mixture should not be runny. Spoon the bread mixture into a buttered baking pan. Bake at 350*F for 1 hour, until golden brown. Let stand until room temperature.
For the sauce, combine the sugar and butter in a saucepan. Cook over low heat until the sugar dissolves, stirring frequently. Remove from heat. Stir a small amount of the mixture into the egg yolks to temper them. Stir the egg yolks into the hot mixture and add the run gradually, stirring constantly until blended. Pour into a thermos to keep warm, or place in a water bath.
Cut the bread pudding into 12 to 15 slices and arrange on dessert plates. Drizzle each with the warm sauce.