Preheat the oven to 350 degrees F. Lightly butter a 9-by-13-inch baking dish.
Make the crust: Mix the melted butter, oats, flour, brown sugar, cinnamon, vanilla and salt in a large bowl until combined. Press the mixture evenly into the bottom of the prepared baking dish. Bake until the edges start browning, 18 to 20 minutes. Transfer to a rack to cool while you prepare the other layers.
Make the filling: Combine the apples, granulated sugar and cinnamon in a large bowl. Combine the caramels and heavy cream in a large microwave-safe bowl. Microwave in 30-second intervals until melted; stir until smooth. Add the apple mixture to the caramel mixture and gently stir to coat. Pour evenly on top of the crust.
Make the streusel: Combine the flour, macadamia nuts, brown sugar, melted butter, cinnamon and salt in a large bowl. Squeeze small handfuls of the mixture and scatter over the filling. Bake until the caramel is bubbling and the streusel starts browning, 30 to 35 minutes. Transfer to a rack and let cool at least 1 hour. Serve with ice cream.