Mix about 2 tablespoons coconut milk with cornstarch in a ramekin to make a slurry and set aside.

In a medium saucepan, mix together remaining coconut milk, heavy cream, Kahlua and sugar until combined, and bring mixture to a boil. Reduce heat to medium low and boil for 4 minutes.

Whisk in corn starch mixture and continue to boil for 1 more minute.

Remove mixture from heat.

Stir together cream cheese and salt, and whisk into hot milk/cream mixture. Whisk well to combine.

Pour ice cream base into a covered container and refrigerate until cool, at least an hour or overnight.

When cool to cold, pour ice cream base into a frozen ice cream canister and churn for about 30 minutes or until thick and creamy. Freeze for at least 4 hours until firm.

For sauce, combine chocolate, Kahlua, and cream in a one cup glass measuring cup and microwave until melted, about 1 minute. Check after 40 seconds and stir. Add sea salt and cayenne pepper when melted and stir well.

Refrigerate sauce until ready to use, and warm in a microwave for about 30 seconds before serving.