Preheat oven to 350°F. Grease 9x13 pan. Add cake mix to medium-sized mixing bowl. Add water, applesauce and eggs, Beat for 2 minutes. Pour batter into prepared pan. Bake for 25-30 minutes or until toothpick inserted comes out clean. Cool completely. Once cool, cut cake (while in pan) in small squares. (Doesn't have to be perfect)
Melt butter in a skillet over medium-high heat. Add apples and cook, stirring often, for 5 minutes or until apples start to soften. In a small bowl, mix water and cornstarch with a fork. Add cornstarch to apples and stir. Add brown sugar and cinnamon then stir to combine. Continue cooking until sauce is thickened and apples are soft. Remove from heat and cool completely.
In a small bowl, beat heavy whipping cream until stiff peaks form. Set aside. In a larger bowl or stand mixer, beat cream cheese, sugar, vanilla and salt until smooth. Fold whipped cream into the cream cheese mixture until well combined. Set in fridge until ready to use.
In a trifle bowl (or large glass bowl), layer 1/3 of the cake cubes and crumbles, 1/3 apple filling, 1/3 cheesecake filling, then drizzle generously with caramel sauce. Repeat two more times ending in cream. Top with crushed cookies.
Refrigerate at least 3 hours before serving.