Cut pineapple in half crosswise. Cut 1 portion into 4 equal slices. Finely chop remaining portion.
In a 10- to 12-inch frying pan over high heat, stir brown sugar and rum until sugar is dissolved. Add pineapple slices; cook, turning once, until liquid is boiling rapidly and fruit is slightly darker, about 4 minutes. With a slotted spoon, transfer glazed pineapple slices to a rimmed plate. Cover and chill. Add chopped pineapple to frying pan; stir often until fruit is slightly darker, about 3 minutes. Remove from heat.
In a large bowl with a mixer on medium speed, beat cream cheese, sour cream, granulated sugar, and eggs until blended. Stir in chopped pineapple- brown sugar mixture. Pour cream cheese filling into cool macadamia crust.
Bake in a 350° oven until center barely jiggles when cake is gently shaken, 40 to 50 minutes. Let cake cool to room temperature, about 1 1/2 hours, then cover and chill until cold, at least 2 hours or up to 1 day.
Meanwhile, rinse frying pan, wipe dry, add coconut, and stir over medium-high heat until golden, 4 to 6 minutes. Pour into a small bowl; when cool, cover airtight.
Arrange glazed pineapple slices on top of the cheesecake; sprinkle with coconut. Cut cheesecake into wedges, transfer to plates, and spoon about 2 tablespoons haupia sauce around each portion.