HEAT oven to 350ºF. Grease a 13 x 9 x 2-inch baking pan with shortening.
COMBINE 3/4 cup shortening and brown sugar in large bowl. Beat at medium speed with electric mixer; add egg. Beat until well blended.
MIX together 1 1/2 cups flour, salt and baking soda. Add gradually to creamed mixture. Add in oats. Mix until blended. Reserve 1 1/4 cups of mixture for topping. Press remaining mixture into prepared pan. Bake 10 minutes.
TOSS apples with 2 tablespoons flour and lemon juice. Distribute apple mixture evenly over partially baked crust. Press in lightly.
PLACE caramels in microwave-safe bowl. Microwave on HIGH (100% power) 1 minute. Stir. Repeat until caramels are melted. Drizzle melted caramel evenly over apples. Crumble reserved topping evenly over caramel.
BAKE 30 to 40 minutes, or until apples are tender and top is golden brown (do not overbake). Loosen caramel from sides of pan with knife. Cool completely. Cut into 1 1/2 inch bars. Cover tightly with plastic wrap to store.