I've contemplated about how to do this since i first got my feet wet in winemaking
Can you share the winery name? Wanna do a little research and see if i can figure out how they do it..
With the flesh of the coconut, theres oils that come out and will gather on the top of the ferment, causing it to be unable to breathe and leads to spoilage - so one would have to constantly draw the oils off the top of the ferment as they gathered..
The other option is using the juice of young coconuts - known as coconut water; i've been unable to (financially) get my hands on some, but i've been told its not very "coconut-y" and has a bit of a different flavor profile from what most recognize as coconut
Another thought i had was making an extract of sorts, with coconut & brandy, letting it sit - in this case im not sure that the oils would cause as much harm because the alcohol wouldnt be "alive" per-say.. Would still draw the oils off as they gathered but the harm would be reduced some... Then use the extract to flavor a "water wine" of sorts - basic white wine with a flavorless profile, but have mouthfeel, etc..
Or maybe make a wine with coconut water, then hit it with an extract...