Spread pecans on a baking sheet in an even layer. Toast in oven until fragrant, 5-8 minutes. Remove from oven, cool, and chop coarsely. Set aside.
In a large bowl, cream the butter and sugars, 3-5 minutes.
Mix in the eggs until well combined.
Add the applesauce and vanilla. Scrape the bowl and mix to make sure everything is incorporated.
Sift together the dry ingredients and mix them, adding all at once. Mix until no dry streaks remain, 1 minute.
Chop the dates. To decrease the stickiness of the dates, freeze them ahead of time. Additionally, greasing a knife blade can help assist the chopping of the date.
Add the dates and pecans, mixing to incorporate.
Grease 1 10-cup Bundt pan or 8 6-ounce ramekins. Scoop batter into the pan and bake in the preheated oven until set and a toothpick inserted in the middle comes out clean, 45-60 minutes (or 20-25 minutes if using individual ramekins).
For the sauce
In a small saucepan, combine the brown sugar, syrup, and orange juice. Bring to a low boil over medium heat and continue to boil for 5 minutes.
Remove from heat and add butter, cognac, vanilla, salt, and zest. Stir to melt butter.
Poke holes in the cake and slowly pour the sauce over the warm cake. Allow the liquid to soak in and continue to pour until all sauce has been used.
Serve immediately. Add a dollop of whipped cream or vanilla ice cream to each slice of cake.