Preheat the oven to 350°. Grease the bottom of a 13x9 baking pan or dish with butter or shortening. Set aside.
In a large bowl, combine the spice cake mix, milk, eggs, and oil. Stir or whisk until just combined.
Pour the batter into the prepared baking pan, and bake for 30-35 minutes (25 minutes for a dark pan) or until a toothpick poked into the middle comes out clean.
Using the round handle of a wooden spoon, a chopstick, or a straw, poke holes 1/2 an inch apart, about 1 inch deep, into the cake while it’s still warm. (Poke about 100 holes.) Set aside.
In a medium bowl, add the vanilla pudding mix and cold milk. Whisk until the pudding has just dissolved. Don’t let it get too thick.
Add the pumpkin puree, pumpkin pie spice, and cinnamon. Continue whisking until just combined. If the mix has gotten too thick to pour, add milk by the tablespoon until it has thinned slightly.
Pour the filling over the cake, and spread it out with a spatula making sure it fills into the holes. Place in the refrigerator for 2 hours.
Add the heaving whipping cream, vanilla extract, and confectioners sugar to a large bowl, and beat with an electric hand mixer at high speed until stiff peaks have formed, about 5 minutes.
Carefully spread the whipped cream over the cake, and place the cake back into the refrigerator for another 2 hours, or until the whipped cream has set.
Top with caramel topping and pecan pieces, if desired, and serve chilled.