Bake the cake according to the directions on the box.
Remove the cake from the oven and immediately poke holes all over the top using either the bottom of a wooden spoon, a skewer or a fork.
In a medium bowl, whisk together the sweetened condensed milk, hot fudge sauce, vodka, Kahlua and Baileys. Slowly drizzle the mixture all over the cake. Allow the cake to cool completely at room temperature, then refrigerate for at least 1 hour.
Spread the Cool Whip over the top of the cake, top with the shaved chocolate and refrigerate again for 1 hour. Serve cold and refrigerate any leftovers.