Prepare the Brownie Layer: Preheat the oven to 350°F (175°C). Line the bottom of a 9-inch springform pan with parchment paper and grease the sides. Prepare the brownie mix according to the package instructions. Pour half of the batter into the prepared pan and bake for about 15-20 minutes, or until just set.
Make the Cheesecake Filling: In a large mixing bowl, beat the softened cream cheese with a hand mixer or stand mixer until smooth. Add the granulated sugar and vanilla extract, and continue beating until fully combined. Finally, add the sour cream and heavy cream, and beat until the mixture is creamy and smooth.
Combine Brownie and Cheesecake Layers: Pour half of the cheesecake batter over the partially baked brownie layer in the springform pan. Spoon the remaining brownie batter over the cheesecake layer in dollops. Carefully pour the rest of the cheesecake batter over the dollops.
Swirl in the Caramel: Drizzle the caramel sauce over the top of the cheesecake layer. With a knife or skewer, delicately blend the caramel and brownie batter into the cheesecake, creating beautiful swirls.
Bake the Cheesecake: Place the springform pan in a larger baking dish and fill the dish with hot water halfway up the sides of the pan to create a water bath. This helps prevent the cheesecake from cracking. Bake the cheesecake at 325°F (160°C) for about 60-70 minutes, or until the center is set and the edges are lightly browned.
Cool and Chill: Remove the cheesecake from the oven and the water bath. Run a knife around the edges of the cheesecake to loosen it from the pan. Let the cheesecake cool to room temperature, then refrigerate for at least 4 hours, or overnight, to set completely.
Serve: Before serving, drizzle more caramel sauce over the top of the cheesecake. Garnish with whipped cream and chocolate shavings for an extra touch of decadence. Slice and enjoy!