Make the colored gelatin: Lightly coat three 9-inch square cake pans with cooking spray. Combine the purple gelatin and 2 cups boiling water in a medium bowl; stir until dissolved. Pour into one of the prepared pans. Refrigerate until firm, about 2 hours. Repeat to make pans of red and pink gelatin. (You can make these in batches if you don¿t have three pans.)
When all three colors are set, make the white gelatin: Sprinkle the unflavored gelatin over the cold water in a large bowl; let stand 1 minute. Add the boiling water and condensed milk and stir until dissolved. Let cool to room temperature, at least 20 minutes.
Meanwhile, make the crust: Coat an 8-inch round cake pan with cooking spray, then line with plastic wrap, leaving an overhang; coat with more cooking spray. Pulse the chocolate cookies in a food processor until finely ground. Add the melted butter and pulse until combined. Press the mixture into the bottom of the prepared pan and freeze until firm, about 10 minutes. Generously coat two more 8-inch round cake pans with cooking spray; set aside.
Loosen the edges of the purple gelatin with a knife and turn out onto a cutting board. Cut into 1/2- to 3/4-inch cubes and layer over the chocolate cookie crust. Cut the red and pink gelatin into cubes and layer each one in the remaining two pans. Divide the cooled white gelatin mixture among the three pans, pouring it over the cubes (about 2 cups per pan). Refrigerate until firm, about 4 hours.
Make the whipped cream: Beat the heavy cream and confectioners' sugar in a large bowl with a mixer until soft peaks form; set aside. Using the plastic wrap to help you, lift the purple gelatin cake out of the pan. Discard the plastic wrap and transfer the cake to a platter. Spread with a thin layer of whipped cream. Loosen the edges of the red gelatin cake with a knife and turn out of the pan; place on top of the purple cake and spread with more whipped cream. Remove the pink gelatin cake from the pan and place on top of the red cake. Cover the top and side of the cake with the remaining whipped cream.