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Cheesecake Layer: Preheat oven to 325°F (160°C). Beat cream cheese until smooth, add sugar and vanilla, then eggs one at a time, and sour cream. Pour into prepared pan and bake for 45-55 minutes. Cool and chill.
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Carrot Cake Layers: Increase oven temperature to 350°F (175°C). Mix dry ingredients, then add sugar, oil, and eggs. Stir in carrots and nuts. Bake for 25-30 minutes. Cool completely.
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Frosting: Beat cream cheese and butter until smooth. Gradually add powdered sugar and vanilla, then heavy cream until spreadable.
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Assembly: Place one carrot cake layer on a plate, spread with frosting, add cheesecake layer, more frosting, then second carrot cake layer. Cover with frosting and decorate as desired.