Place the Oreos into a food processor, pulse until crumbs are formed. Take out 1 and ½ cups of the cookie crumbs and set aside. Toss the rest of the cookie crumbs with the melted butter, press into the bottom of a 9×13 baking dish, no need to grease.

In a body of a stand mixer with the paddle attachment, whip the cream cheese until completely smooth on medium-low speed. Add in the pudding and mix until smooth. Add in the milk a little at a time on low speed until thoroughly mixed. If you add all the milk at once there will be lumps. Add in the caramel and mix it in well. Pour this on top of the cookie crumbs.
Sprinkle the remaining cookie crumbs on top. Drizzle half of the caramel sauce and half of the hot fudge sauce for assembly on top. Sprinkle half of the chopped pecans on top.
Place the heavy cream into a large bowl along with the powdered sugar and vanilla. Whip on medium-low speed with a hand mixer or in the stand mixer until soft peaks form. Spread this on top of everything. Cover with plastic wrap and place in the fridge for at least 4 hours to set up, overnight is best.
Before serving, garnish with the remaining caramel, hot fudge sauce, chopped pecans, and turtle candies.

Notes
To get a clean cut like the photos, freeze overnight, then cut and serve.