Bake your boxed cake mix according to package instructions, using a 9x13" pan. Cool for about 15 minutes.
Use the handle of a wooden spoon to poke holes all over the cake, about an inch apart. (Try not to poke them all the way to the bottom or the sauce will pool in the bottom of the pan and make the cake soggy.)
Pour the sweetened condensed milk slowly over the cake, trying to get most of the sauce into the holes. Do the same thing with the caramel sauce.
Sprinkle with about a third of the crushed Heath bars. Cool completely, then cover and chill for at least an hour, or overnight.
Before serving, beat the heavy cream in a mixing bowl till soft peaks form. Beat in the powdered sugar and vanilla till well combined.
Spread whipped cream over the top of the cake. Sprinkle remaining Heath pieces on top before serving.
Refrigerate any leftovers. Cake is even better the next day!