Grease the bottom and sides of a 9-inch springform pan. Wrap a layer of aluminum foil around the springform pan.
In a food processor, process the sandwich cookies until fine crumbs form. Add in the butter and continue to process until well combined. Transfer the cookie mixture to the prepared springform pan. Use the bottom of a measuring cup or a flat-bottomed glass (or the back of a spoon) to press down firmly and create a compact, even crust. Set aside.
Preheat the oven to 350℉. Place an extra large sheet pan in the bottom of the oven and carefully fill it halfway up with boiling water. Leave the water and the oven to heat up and create steam on which the cheesecake will be baked.
In a large mixing bowl, use an electric mixer to combine the softened cream cheese and the sour cream until smooth.
Add light brown sugar to the cream cheese mixture and mix well with the mixer on low speed until the sugar dissolves. Then add the eggs, one at a time, and the egg yolk, beating well after each addition. Finally, beat in the heavy cream and vanilla.
Gradually add in the flour to the cheese mixture, and beat with the mixer on low speed until smooth, about 30 seconds.
Remove 2 cups of the batter and place it in a small bowl. Stir the melted chocolate into the batter.
In another small bowl, using a rubber spatula, mix the caramel with the chopped pecans until well combined. Spread this caramel-pecan mixture evenly over the Oreo cookie crust inside the springform pan. Then, spread the chocolate batter in an even layer over the caramel. Carefully spoon the plain cheese batter over the chocolate layer. Smooth the top with an offset spatula. Place the cheesecake in the water bath inside the oven and bake it for 1 hour 10 minutes; then, turn the oven off and let the cheesecake sit in the oven for 30 minutes without opening the door.
Remove the cheesecake from the oven and let it continue to cool at room temperature for 2 hours.
Refrigerate for an additional 3 to 4 hours or overnight.