Firstly, preheat the oven to 350°F. Grease 2-3 donuts pan with cooking spray. If you only have one, you'll have to bake the donuts in batches. Set to the side.
To make the salted caramel: Heat a heavy saucepan over medium-low heat. Combine the granulated sugar and water and cook until the sugar dissolves. Increase the heat to high and bring to a boil, without stirring or moving the pan. Boil until the syrup is a deep amber color, about 5 to 6 minutes. Remove the pan from the heat and carefully pour in the heavy cream while whisking. The mixture will bubble and get all crazy. It might even start to seize, but don't worry, just keep whisking. If need be, return the sauce to low heat and whisk until the lumps are dissolved. Stir in the unsalted butter, and salt. Transfer to a heat-safe bowl and allow to cool down completely. Set to the side.
To make the donuts: In a large bowl, combine the flour, brown sugar, cocoa powder, baking powder, baking soda, salt, espresso powder, and cinnamon. Then make a well in the center of the bowl. In a separate bowl, whisk together the eggs, buttermilk, vanilla extract, coffee liqueur, and melted butter. Pour the wet ingredients into the dry and fold so that they're just combined. Do not over-mix.
Fill the prepared donuts pan about ¾ of the way up. Bake for about 10 to 12 minutes or until a toothpick inserted in the middle comes out clean. Remove from the oven and allow to cool down in the pan. Transfer the doughnuts to a wire rack and allow to cool completely. If you only have one pan, keep baking the donuts in a batch until all the batter is used. Allow cooling completely before glazing.
To make the glaze: In a large bowl, combine the powdered sugar, salted caramel, 2 tablespoons heavy cream, and vanilla extract. Whisk until completely smooth. If you find that the glaze is too thick, add a bit more heavy cream, a tablespoon at a time, until the desired consistency is reached.
Dunk the baked donuts into the glaze to coat, then dip them into the crushed pretzels. Place back on the wire racks to allow the glaze to set before eating. In conclusion, Leftovers can be stored at room temperature covered tightly with plastic wrap or in an airtight container, for up to 3 days. Enjoy Salted Caramel Chocolate Donuts!