Jaggery can be substituted by brown sugar, but the depth and flavor of Jaggery cannot be. Other mexican unrefined sugars like Pillonchillo or Succanat may come a tad closer than sugar.
Jaggery is available in Indian stores. Always look for unbleached Jaggery
Freshly grated coconut works best, if not, thawed, frozen coconut works just fine if you are not too particular.
Fresh coconut milk is the star of this recipe. If you would rather save yourself the trouble of making it from scratch (which isn't too difficult), you could use canned coconut milk. I won't promise great results.
Milk can be substituted for coconut milk and this variation comes out well too.
Raspuri mangoes are best suited for this recipe. In its absence, Alphonso works well. I've used Mexican Ataulfo mangoes (that's the best I can get here) and they are fully ripe when wrinkled and golden yellow.
If you'd rather not get your hands messy, you could blend the cut up mango pieces instead. Blending makes a juice out of the pulp though and doesn't quite result in a hand squished consistency.