Pour the condensed milk into a large bowl, cut the vanilla pods into halves and with the tip of a short knife remove the seeds. Add the seeds to the condensed milk and stir with a spatula until combined.
Pour the heavy cream into the mixing bowl an electric mixer (or regular large bowl if using hand mixer). If using an electric mixer, fit it with the whisk attachment and whip the cream until it holds stiff, billowy peaks, about 3 minutes.
Gently mix a scoop of the whipped cream into the condensed milk. Using a spatula, gently fold in the rest of the whipped cream into the bowl with the condensed milk. It will look very lumpy, but as you continue to fold, the mixture will smooth out and become soft and silky. Stop when you see just a few small lumps here and there, making sure not to over-mix.
Fold in the crushed chocolate cones and caramel sauce, don't over mix the caramel sauce, just give it a gentle stir to create some swirls.
Line an 8 inch loaf pan (or freezer container) with parchment paper and transfer the ice cream into it. Smooth the top, and then press a piece of wax paper against the surface to prevent ice crystals from forming.
Freeze for at least six hours, better overnight.
The ice cream can be stored for up to 2 weeks, but will become more firm the longer you let it in the