Combine warm milk and 1/4 cup coconut sugar in a large mixing bowl. Add yeast and let sit for 5 minutes to activate.
Add egg, vanilla, and flour to the yeast mixture and mix on low with a dough hook for 3 minutes or with a spoon for 5 minutes, until a dough forms.
Add salt to the dough and, if using an electric mixer, increase speed to medium. Begin to add pieces of the soft butter, mixing all the while. When the butter has fully incorporated into the dough, continue to mix on medium speed for 4 more minutes or by hand for 6 - 8.
Transfer dough to a clean bowl coated lightly with oil. Turn dough over to evenly coat with oil, cover with plastic wrap and refrigerate overnight.
Line a 9x5-inch loaf pan with parchment paper and lightly oil; set aside.
To make the filling, combine coconut sugar, cinnamon, and salt. Add soft butter and mix into a paste. Add egg white and thoroughly mix; set aside.
Place chilled dough on a well floured surface. Roll out to an approximately 15x20-inch rectangle, taking care to keep the surface floured to stop the dough from sticking.
Spread the filling out evenly over the entire surface of the dough. Carefully roll up the dough snugly.
Cut the dough down the center, lengthwise, with a sharp knife and turn each half face-up. Gently twist the two pieces over each other, keeping the exposed layers face-up. Carefully transfer the bread twist to the prepared loaf pan.
Cover the pan and let rise in a warm place until doubled in size, about 90 minutes.
While the dough is rising, preheat the oven to 350°F, then make the syrup by combining 1/2 cup of coconut sugar and 1/2 cup of water in a small pot. Bring to a boil, then reduce heat and let simmer until all sugar has dissolved. Let cool.
Bake the dough until an internal temperature of 190°F has been reached, about 45 minutes. Remove the bread from the oven and immediately pour the syrup over the loaf. Let cool completely before removing from the pan.