Line a (9 1/4 by 5 by 2 3/4-inch) metal loaf pan with 2 layers of plastic wrap, allowing 3 inches of plastic to hang over pan sides. Using a rubber spatula, press 1/4 of the coffee ice cream into pan.
Drizzle 1 tablespoon of caramel topping over ice cream. Sprinkle 1 tablespoon of pecans over caramel. Spread 1/4 of the vanilla ice cream over nuts. Drizzle 1 tablespoon of caramel topping over ice cream. Sprinkle 1 tablespoon of pecans over caramel. Freeze for 20 minutes or until firm.
Repeat layering of coffee ice cream, caramel, pecans, and vanilla ice cream 3 more times, freezing for 20 minutes between each layering. Fold plastic overhang atop cake to cover. Freeze for 4 hours or until frozen solid.
To unmold, wrap hot damp towels around pan to loosen ice cream cake from pan. Fold back plastic from atop ice cream cake. Invert a large plate or serving platter atop the ice cream cake. Holding plate and pan together, invert cake onto plate. Remove pan from cake; peel off plastic wrap. Spoon whipped topping into pastry bag fitted with a star tip. Pipe stripes or fluted lines atop cake. Freeze for 1 hour or until whipped topping is frozen solid.
Let cake stand at room temperature for 10 minutes before serving. Meanwhile, slice caramel cookie bars in half and arrange, cut side down, around perimeter of cake. Sprinkle chocolate shavings over cake. Cut cake crosswise into slices; transfer cake slices to serving plates.