Prepare and bake cake mix as directed for a 9x13 pan. Combine the milk and cornstarch in a saucepan. Cook over medium heat until thickened, stirring constantly. Set aside and cool to room temperature. Cream sugar, shortening and softened butter in a mixing bowl until light and fluffy. Add 1 tsp. vanilla and milk mixture. Spread over warm cake and let it cool completely by placing in the refrigerator. Combine melted butter and cocoa in a bowl and mix well. Add confectioners sugar, egg, hot water and remaining vanilla. Mix well and pour over cooled frosted cake. Chill in refrigerator overnight.