Cut the brioche into bite-size cubes and place them in a large mixing bowl or directly into a greased baking dish.
In a large bowl, whisk together the eggs, granulated sugar, brown sugar, vanilla extract, cinnamon, orange zest, melted butter, milk, cream, and brewed coffee until smooth and well combined.
Pour the custard evenly over the bread cubes, gently stirring so every piece is coated. Fold in the chopped pecans and hazelnuts. Transfer to a greased baking dish or divide into individual ramekins. Let the mixture rest for about 20 minutes so the bread fully absorbs the custard.
Preheat the oven to 375°F. Bake for 35 minutes, or until the center is set and the top is lightly golden.
While the pudding bakes, combine the sugar, melted butter, heavy cream, brewed coffee, and nutmeg in a medium saucepan. Cook over medium heat, stirring constantly, until the sauce gently thickens and becomes smooth. Remove from heat and keep warm.
Serve the bread pudding warm, generously drizzled with the warm vanilla coffee sauce.