In the medium pot over medium heat, stir in water, agar powder, salt, and sugar. Bring it to boil, and stir constantly. Reduce heat to low, continue to simmer for another 5 minutes until well dissolved.
Take out 500 ml of agar mixture, and set aside.
Pour the coconut milk into the pot of remaining agar mixture. Bring to boil, and stir constantly. Reduce the heat to low, continue to simmer for another 5 minutes until well dissolved.
Pour the coconut agar mixture into the desired mold. Set aside to cool down.
Pour 500 ml of agar mixture back to the pot, add mango puree. Bring to boil and reduce heat, continue to simmer for 5 minutes. Make sure to stir it constantly. Turn off the heat.
Make sure the coconut layer is slightly firm before gently pour the mango agar on top.
Allow to cool completely. Place in the refrigerator at least one hour.
Using a small knife, gently going around edges of the mold to remove jello.