Dolfi, Guralnick, Praeger and Spiga asked whether there exist infinitely many primitive groups of twisted wreath type with non-trivial coprime subdegrees. Here, we settle this question in the affirmative. We construct infinite families of primitive twisted wreath permutation groups with non-trivial coprime subdegrees. In particular, we define a primitive twisted wreath group G(m, q) constructed from the non-abelian simple group PSL(2, q) and a primitive permutation group of diagonal type with socle PSL(2, q)m, and determine many subdegrees for this group. A consequence is that we determine all values of m and q for which G(m, q) has non-trivial coprime subdegrees. In the case where m = 2 and
, we obtain a full classification of all pairs of non-trivial coprime subdegrees.