When you're asking about a specific kit, if it is made by a company with a good online presence then please look for it online and provide a link to the best information you can (recipes are great). If it is something from your local homebrew supply store, you might not get that information so readily, but you can still ask for a recipe. We want to help you, and having more information is aways better.
As for your question, adding coconut is tricky, as I believe (not 100% sure here) coconut has oils in it that hinder foam retention.
I've heard of a lot of people who add vanilla beans or a kind of a homemade vanilla extract with beans soaked in vanilla to the fermenter. I've added a whole vanilla bean to a gallon of stout and it turned out alright, but the vanilla was a little strong.
You mentioned substituting some sugar for lactose. I haven't used kits that call for sugar besides for priming, and that isn't a place to substitute lactose for fermentable sugars. Belgian beers (quads, triples, dubbels, saison, bier de garde, etc) usually include some very fermentable sugars that shouldn't be replaced either. Almost all other kits that call for sugar can probably be improved by substituting sugar for malt extract. If we could see the recipe, we'd be able to better advise you on substituting sugar for lactose. If there isn't much more information to provide I'd just suggest 2 to 4 ounces of lactose per gallon in addition to whatever sugar the recipe asks for, to be added at the end of the boil. Probably best to start low.
Edit: I think I found a random persons blog post about this kit
here. I would recommend replacing the "brewing sugar" (NOT the priming sugar) with an equal weight of dry malt extract (any variety besides pilsner should be fine). If you do, add the dry extract to the water and boil it for about 15 minutes, and add the lactose to the boil about halfway through. If you use the included sugar instead, just boil the lactose in a little water and follow the instructions.
