COOKIES: In a mixing bowl, whisk together flour, cocoa powder and salt, set aside.
In the bowl of an electric stand mixer fitted with the paddle attachment, whip butter, granulated sugar and brown sugar on medium-high spread until slightly pale and fluffy, about 2 minutes.
Separate the egg. Add the egg yolk (place the egg white in the refrigerator) vanilla extract and buttermilk to the bowl, beat until well combined. With mixer set on low speed, slowly add in dry ingredients, mix until just combined.
Preheat oven to 350 degrees. Line two baking sheets with parchment paper.
Remove egg white from refrigerator and whisk vigorously until frothy. Place finely chopped pecans in a small bowl.
Shape the dough into 1-inch balls. Roll them one at a time in egg white, and then roll in chopped pecans, gently pressing into the nuts to evenly coat. Transfer to prepared baking sheets.
Make a deep indentation with your thumb in the center of each dough ball.
Bake for 10-12 minutes or until set. Remove from oven, using the bottom of a rounded teaspoon, gently press down on existing indentation to create more space for caramel. Cool on baking sheet for 10 minutes then transfer to a wire rack to cool completely.
CARAMEL FILLING: Place caramels and heavy cream in a microwave safe bowl. Microwave caramel mixture on HIGH for 30 second intervals, stirring after each interval, until melted and smooth. Spoon caramel sauce into indentations in cookies, sprinkle tops with a small pinch of sea salt.
CHOCOLATE DRIZZLE: Place chocolate and shortening into a separate microwave safe mixing bowl. Heat mixture on 50% power or defrost setting in 30 second intervals, stirring after each interval until melted and smooth. Pour into a piping bag or Ziploc bag and cut tip of corner. Drizzle over cookies. Allow to set then store in an airtight container.