Preheat oven to 350°. Spray a 9" X 13" pan with cooking spray.
In a large bowl combine brownie mix, oil, eggs and water. Pour into prepared pan and bake for 23-27 minutes or until a toothpick inserted in the middle comes out almost clean. Edges will appear dry and the center will still look a little moist. Let cool completely.
In a medium bowl mix marshmallow fluff and chocolate spread. Microwave for 30 seconds, stir and microwave another 30 seconds until the mixture is a spreadable consistency. Spread over cooled brownies, working quickly. Refrigerate while you make the caramel mixture.
Put caramels and milk in a medium bowl and microwave in one minute intervals, stirring each time, for 2 minutes, then 30 second intervals until caramels are melted. (Mine took a total of 3 minutes.) Spread over nougat mixture. Refrigerate for 30 minutes.
Place chocolate chips and shortening in a bowl and microwave in 30 second intervals, stirring after each, unitl melted. (Mine took 1 minute.) Poor over caramel layer. Refrigerate for a couple of hours before cutting and serving.
Store tightly covered in the refrigerator.