Line a 9-by-5-inch loaf pan with 2 sheets of plastic wrap, with long sides overhanging by about 3 inches. Arrange 3 wafers, flat side up, in a row in the bottom of the pan.
In a large bowl, beat mascarpone and sugar until light and fluffy. Stir in vanilla. In another bowl, beat cream until it holds soft peaks. In three additions, fold the whipped cream into the sweetened mascarpone with a rubber spatula.
In a bowl, mix 1 1/3 cups mascarpone mixture with toffee bits. In a separate bowl, mix another 1 1/3 cups mascarpone mixture with chocolate and cocoa powder. Dissolve the coffee in 1 teaspoon hot water; stir into the remaining mascarpone mixture.
Spread coffee mixture in prepared pan. Cover with 8 wafers, overlapping if necessary. Spoon chocolate mixture into pan; cover with 8 wafers. Spoon toffee mixture into pan.
Wrap pan with overhanging plastic; freeze at least 4 hours and up to 2 weeks. To serve, invert onto a serving platter. Remove plastic. Let terrine sit 5 minutes, then cut into slices.