Why does a mix of condensed milk, cocoa and coconut solidify in the fridge? A common dessert in my family is a mix of crushed biscuit, chopped walnuts, coconut, cocoa, and condensed milk. It's mixed, flattened into a square dish and placed in the fridge for a couple of hours, after which it is quite solid.

I have always wondered what the mechanism was which caused it to go so solid,  since each ingredient on their own doesn't solidify in the fridge. Sometimes you see melted butter in a recipe for this purpose
 but there isn't any in this one. Why does it go hard in the fridge?
Condensed milk may not get hard in the fridge by itself, but it does firm up considerably. It's very pourable at room temperature but it's almost too viscous to pour once chilled. The crushed biscuit absorbs the most liquid components of the condensed milk, leaving those components that do firm up to do so. The cocoa would also do some of that, effectively "binding" those components of the condensed milk that would otherwise remain liquid. So what is left "unbound" solidifies.