Using an electric mixer, or a stand mixer fitted with the whisk attachment, whip the heavy cream, vanilla, and blue food coloring until stiff peaks form. About 2-3 minutes.
Add the sweetened condensed milk to the whipped cream. Fold to combine.
Fold in the chopped cookies. Pour the mixture into a freezer safe container, top with additional chopped Oreo cookies and chocolate chip cookies, then cover with plastic wrap and freeze for 4-6 hours.