Preheat your oven to 350°F (175°C).

Prepare the Sugar Syrup: In a saucepan, combine the sugar, water, vanilla extract, cinnamon, and lemon juice. Bring it to a boil, then reduce the heat and let it simmer for about 10 minutes. Set aside to cool.

Prepare the Phyllo Dough: Carefully unroll the phyllo dough. Keep it covered with a damp cloth to prevent it from drying out.

Brush a 9x13 inch baking dish with melted butter. Place one sheet of phyllo in the dish and brush it with more melted butter. Repeat this process for about 8 sheets, ensuring each is well buttered.

In a bowl, mix together the chopped apricots, shredded coconut, and chopped nuts. Sprinkle half of this mixture evenly over the phyllo layers.

Add 4 more sheets of phyllo, each buttered, on top of the filling before sprinkling the remaining filling mixture over and repeating the layering of 8 more phyllo sheets with butter.

Using a sharp knife, cut the baklava into diamond shapes.

Place the dish in the oven and bake for approximately 45 minutes or until golden brown.

Once the baklava is baked, immediately pour the cooled sugar syrup over the hot baklava. Allow it to soak for at least 4 hours, preferably overnight, before serving.