Preheat your oven to 350°F (175°C). In a mixing bowl, cream together the unsalted butter, powdered sugar, and salt until light and fluffy. This will take about 3-4 minutes. Gradually add the all-purpose flour and mix until the dough comes together. Stir in the vanilla extract.
Spread the dough evenly into the bottom of a lined 9x13-inch baking dish. Bake in the preheated oven for 20-25 minutes, or until the edges start to turn a light golden brown. Let it cool completely in the pan.
In a double boiler or microwave-safe bowl, melt the caramel baking chips until smooth, stirring in between to prevent burning. Pour the melted caramel over the cooled shortbread layer and spread it evenly. Allow it to set for about 30 minutes.
Melt the chocolate chips along with the coconut oil, stirring until smooth. Pour the melted chocolate over the caramel layer, spreading it evenly. Smooth out the top with a spatula.
Place the baking dish in the refrigerator for 1-2 hours, or until the chocolate is completely set. Once set, lift the bars out of the pan using the parchment paper and cut them into desired sizes.