Preheat oven to 320°F (160°C). Wrap a 9-inch (23cm) springform pan tightly with foil and place it in a deep roasting pan.
Mix cream cheese and sugar until smooth. Add eggs one at a time, then mix in sour cream, heavy cream, vanilla, and salt.
Pour batter into the pan. Add boiling water to the roasting pan until it reaches halfway up the sides.
Bake for 40–45 minutes, until edges are set and the center slightly jiggles.
Cool with oven off and door slightly open for 30 minutes. Cool completely, then freeze at least 4 hours or overnight.
Red Velvet Cake
Preheat oven to 350°F (175°C). Grease and flour two 8-inch (20cm) pans.
Mix dry ingredients: flour, cocoa powder, baking soda, and salt.
Cream butter and sugar until smooth. Add eggs one at a time, then oil, vanilla, vinegar, and buttermilk.
Combine dry ingredients into wet mixture. Add food coloring and mix just until blended.
Bake for about 30 minutes, until a toothpick comes out clean. Cool completely and level the cakes.
Frosting
Beat cream cheese and butter until smooth. Add powdered sugar and vanilla.
Whip heavy cream to stiff peaks and gently fold into the cream cheese mixture.
Assemble
Layer one red velvet cake on a serving plate. Spread a thin layer of frosting.
Add frozen cheesecake layer (trim edges if needed). Frost lightly. Top with second cake layer. Frost top and sides.
Decorate with white chocolate shavings and cake crumbs if desired.
Chill at least 2 hours before slicing.
Video
Notes
Why Different Pan Sizes? The cheesecake is baked in a larger pan so it can be trimmed cleanly.
Buttermilk: Essential for classic red velvet flavor and tender crumb. No buttermilk? Mix 1 cup milk + 1 tablespoon lemon juice or vinegar and rest 5 minutes.
Storage: Store covered in the refrigerator for up to 4 days.
Make Ahead: Cheesecake layer can be baked and frozen up to 3 days in advance. Cake layers can be baked 1 day ahead and refrigerated.