Preheat oven to 350 degrees F. In a large mixing bowl, combine cake mix, protein powder, yogurt, eggs and water together until smooth.
Spread batter in an even layer in a 9x13- inch baking pan sprayed with nonstick cooking spray.
Bake for 28-30 minutes or until an inserted toothpick comes out clean.
Remove cake from the oven and using a fork or skewer, poke holes all over the top of the cake.
In a mixing bowl, stir together sweetened condensed milk and caramel topping until well combined then drizzle all over the top of the cake.
Place cake in the fridge until cooled completely then top with Cool Whip and crushed Heath Bar.
Refrigerate until serving then cut into 12 slices.