First, begin making the cajeta. Heat the goat's milk, sugar, cinnamon stick, and vanilla bean in a medium-sized thick-bottomed pot over low heat, stirring every ten minutes with a flat bottomed wooden paddle. Using a flat bottomed paddle helps you get the milk off the bottom of the pan and keeps it from scalding on the bottom or in the corners. Once the mixture comes to a simmer (low boil), add the baking soda and water mixture and stir until fully incorporated. Getting to this point took me about 30 minutes. Allow the mixture to continue cooking at a simmer, you do not want to cook it at a higher temperature otherwise it will burn the milk on the bottom of the pan, and continue stirring the mixture every ten minutes until it begins to turn a light caramel color. This will take about an hour. Once it turns light caramel, you will want to stir more frequently, about every five minutes. You should also remove the cinnamon stick but leave the vanilla bean. After about 30 minutes more, it will begin to turn an actual deep and golden caramel and it will start to smell realllllly good. It will also start boiling a bit more intensely.

Now it the time where you need to stir the mixture constantly, and drop a little cajeta off your paddle into a clear glass of water. Once the drop stays in a solid blob at the bottom of the glass rather than kind of spreading out and partially dissolving into the water, it is done. Remove it from the heat and allow it to cool for about 10 minutes before drizzling over the bundt cake. Do not wait any longer as it will begin to firm up and may become difficult to drizzle.

While the cajeta is simmering, you can make the pudding. Place the prunes and anise in a small pot with the two cups of water and bring to a boil. Lower the heat to medium and allow it to continue to boil for 40 minutes, stirring about every 10 minutes. At the end of this period the prunes should be nice and soft and mushy. Pour them out into a strainer and pick out the star anise pieces and discard them. Set the stewed prunes aside.

Preheat the oven to 375 degrees Fahrenheit. In a large bowl, mix together all of the dry ingredients. Then add the eggs, one at a time, mixing well after each addition. Add the buttermilk, then the melted butter, and mix until completely combined. Lastly, stir in the stewed prunes until they're evenly dispersed throughout the batter. Pour the mixture into a well-greased and lightly floured bundt pan. Place the bundt pan on a baking sheet with a raised edge. Pour some water into a baking pan with a raised edge so that there is a 1 inch of water in the baking pan. Place the bundt pan in the center of the baking pan, so it is now sitting in a small water bath. Place the pan in the oven and bake for about an hour, or until a knife inserted into the pudding comes out relatively clean (aside from gooey plum residue).

While the pudding is baking, you can make the sugared fruit. Boil the 2 parts sugar and 1 part water in a small pot for 10 minutes. Turn off and allow to cool for 10 minutes. Then place in the refrigerator until the bottom of the pot is cold. Place the fruits in the syrup (which should now be thickened) and roll them around until coated. Place them on a wire rack with a paper towel underneath to dry for 10 minutes, then carefully pick them up with your fingertips (they will be slippery!) and roll them in the extra sugar until they're completely coated and look frosty. Place them on the wire rack again to cool until you're ready to place them on the pudding.

Take the pan out of the oven and allow to cool for about 5 minutes. Then shake the bundt pan back and forth to help loosen the pudding's grip on the pan. Turn the bundt pan over onto a wire cooling rack and lift the pan up, revealing the pudding. Allow to cool for 15 minutes, then drizzle the tablespoon of cognac over the pudding and allow it to cool for another 15 minutes before plating the pudding and drizzling the cajeta over it. Reserve any remaining cajeta in a glass jar and refrigerate it, then reheat it when you want to use it again.