Melt butter in a small pot over low heat. While still on heat, add both sugars. Once they’re dissolved, whisk in cocoa powder. Remove from heat and set aside.
Fold in flour and espresso powder. Reserve 1/4 cup of brownie batter and mix it with 1 tbsp of water then set aside. Pour the remaining batter into the prepared pan.
In a small bowl combine the cooled espresso and Kahlua. Briefly dip the ladyfingers into the espresso then place on top of the brownie batter in an even layer.
Carefully spread the mascarpone mixture on top of the ladyfingers then add dollops of the thinned brownie batter and swirl together using a knife or toothpick.