Mix water and sugar in a bowl; whisk until dissolved. Sprinkle yeast over water; let stand until yeast softens and begins to form a creamy foam, about 5 minutes.
Combine flour, salt, baking powder, and baking soda in a separate bowl. Add 4 cups flour mixture, coconut oil, and yogurt to yeast mixture; mix until well combined. Add remaining flour mixture, 1 tablespoon at a time, until dough comes together. Knead until dough is soft and elastic, 3 to 4 minutes. Place dough in a large, lightly oiled bowl and turn to coat. Cover with a towel and let rise in a warm place until doubled in volume, about 1 hour.
Preheat oven to 450 degrees F (220 degrees C). Heat a pizza stone.
Divide dough into 8 pieces on a floured surface. Roll dough slightly and place over parchment paper. Cover with a towel and let rise for 20 minutes. Roll into 8-inch ovals. Transfer to the preheated pizza stone; sprinkle with water and brush with canola oil.
Bake in the preheated oven until golden and puffy, 2 to 3 minutes.