Line a 10x5 loaf pan with plastic wrap, letting it hang over the sides.
In the bowl of a stand mixer, add the heavy cream, sweetened condensed milk, cocoa powder, vanilla extract, instant espresso, and salt. Mix on low until combined.
Gradually increase the speed, beating until soft peaks form.
Using a spatula, gently fold in the Oreo pieces.
Pour half the cream mixture into the prepared loaf pan, spreading it out evenly.
Drizzle 2 tablespoons of the chocolate or caramel sauce on top. Using the tip of a knife, swirl it around gently.
Add the remaining cream mixture, and swirl the rest of the sauce on top. Add a sprinkle of sea salt.
Cover with plastic wrap, and freeze overnight.
Let stand at room temperature for 15 minutes to soften before serving.
Store covered or in an airtight container in the freezer for 1-2 weeks.