Preheat the oven to 350 degrees F (175 degrees C). Grease an 8-inch square pan.

Combine whole oats, oat flour, brown sugar, salt, and baking soda in a bowl. Stir in almond milk, eggs, butter, and vanilla until well combined. Fold in blueberries and walnuts. Spread mixture into the prepared pan; top with shredded coconut.

Bake in the preheated oven until edges are golden and coconut is browned; about 35 minutes. Cool in the pan for 10 minutes before cutting into 16 squares.