In a large sauce pan, combine your heavy cream, milk, sugar, salt and vanilla. Heat over medium high until your mixture starts to bubble.
In a large bowl, whisk your egg yolks.
Slowly pour 1/2 cup of your cream mixture into your egg yolks while whisking vigorously. Pour another 1 cup of your cream mixture, 1/2 cup at a time while whisking the whole time.
Pour the egg mixture back into the sauce pan with the remaining cream mixture and continue to heat for about 5 minutes until the mixture is thickened a bit.
Pour back into the bowl and pour your set aside half of the caramel into the mixture and stir in completely.
Put bowl into an ice bath and allow to set for about 10 minutes, stirring occasionally.
Toast your pecans in a saute pan over medium heat for about 5 minutes, stirring the whole time.
Cover bowl and place it in the fridge for about 2 hours, up to overnight.
Once chilled, pour the mixture into your ice cream maker along with your pecans and allow to run according to manufactures instructions (about 30 minutes).
Pour about 1/3 of your custard into a 9x5 loaf pan. Drizzle a third of your caramel sauce. Repeat with another third of the ice cream, a third of the caramel sauce and then the last ice cream and the remaining caramel.
Cover and transfer to the freezer to freeze solid.