In a large bowl, beat the heavy whipping cream, powdered sugar, and vanilla extract until stiff peaks form. Set aside.
In another bowl, beat cream cheese and granulated sugar until smooth.
Prepare the vanilla pudding according to package instructions using 1 1/2 cups milk.
Fold half of the whipped cream into the cream cheese mixture and divide it into three portions.
Color one portion yellow and another orange, leaving the third white.
Mix crushed Oreo cookies with melted butter and press into the bottom of a dish to form the crust.
Layer the yellow, orange, and white mixtures over the crust.
Refrigerate for at least 4 hours or overnight.
Top with remaining whipped cream and garnish with candy corn before serving.