In a bowl, mix coconut flour, almond flour, baking powder, psyllium husk, sweetener, and sea salt. Add the whisked eggs and water. Knead the dough.
Form 6 donuts without a hole in the center.
Preheat an air fryer to 350°F. Lightly spray the air fryer basket with oil spray. Carefully arrange the donuts in a single layer in the air fryer basket (you may have to make the donuts in batches). Spray the donuts with oil spray, and cook for 4 minutes, or until golden brown and cooked through. Remove the donuts from the air fryer and transfer to a wire rack to cool.
Make the filling:
In a bowl, add the cream, erythritol sweetener, and xanthan gum and whisk to combine. Transfer the filling into a piping bag or a sealable plastic food bag with the tip cut off.
Make the glaze:
In the top of a double boiler, melt the coconut oil and chocolate chips over low heat, stirring.
Whisk the mixture well until it is smooth.
When the donuts are completely cooled, make a hole in the side of each donut with a straw, turning it inside left and right. Insert the tip of the piping bag into the donut hole and squeeze the filling inside. Dip the top of each donut into the glaze.