In a small bowl, beat egg white (reserve the egg yolk for the cake batter) until soft peaks form. Gradually add the sugar; beat until stiff peaks form. Fold in the coconut, flour and vanilla. Set aside.
In large mixing bowl, combine the flour, sugar, cocoa powder, salt, baking soda.
In a separate bowl mix together the sour cream, eggs, egg yolk, vanilla and shortening. Add to the dry ingredients, along with the water and mix to combine.
Prepare a bundt pan by greasing the inside with a thin layer of shortening, and then a thin layer of flour. Pour half of the cake batter into the pan and smooth into an even layer.
Spoon the coconut macaroon filling into a line in around the center of the batter. Spoon remaining batter on top, covering all of the coconut filling.
Bake at 350° F for 40-50 minutes, or until a toothpick inserted into the center of the cake comes out clean.
Cool for 10 minutes in the pan, then turn out onto a wire cooling rack to cool completely.
For the Glaze:
Add butter, milk and cocoa powder to a small saucepan over medium heat. Bring to a low boil and then remove from heat.
Stir in 2 cups of powdered sugar and mix until smooth. Spoon glaze over cake.
Make Ahead and Freezing Instructions:
The entire cake can be made and stored (wrapped well) in the refrigerator for 1-2 days in advance. Freeze for up to 3 months.