In a large bowl, whisk the sweetened condensed milk, sea salt, vanilla, and a few drops of blue food coloring. Add enough coloring to make it darker than you want the final result to be.

In a separate bowl or stand mixer, beat the heavy cream with an electric mixer or hand mixer until stiff peaks form.

Gently fold the blue milk mixture into the whipped cream in batches to keep it light and fluffy.

Chop Oreo cookies and Chips Ahoy cookies, setting aside a few for topping. Fold the rest into the mixture.

Transfer to a loaf pan lined with parchment paper or use a freezer-safe container. Sprinkle reserved cookie pieces on top.

Cover with plastic wrap and freeze 4–6 hours, or until firm.