Preheat oven to 350 degrees F. Spray a half baking sheet with nonstick cooking spray; set aside.
In a large mixing bowl, mix together cake mix, protein powder, yogurt, eggs and water until well combined. Spread batter in an even layer in prepared pan and bake for 18-20 or until set and an inserted toothpick comes out clean. Remove from oven and let cool completely.
Use a fork to poke holes over the entire cake. In a small bowl, whisk together pineapple juice and sweetened condensed milk and pour over cake.
Spread crushed pineapple over top of the cake. Spread Cool Whip over cake and sprinkle coconut on top. Refrigerate until serving.