In a large bowl combine heavy cream, half and half, sugar, caramel sauce, and vanilla and mix until sugar is dissolved and caramel sauce is incorporated.
Pour mixture into your ice cream maker. After about 20 minutes, add the cashews and pretzels to the machine. Continue to freeze according to your machine's instructions.
Serve immediately for a soft serve treat OR for a more firm ice cream, transfer mixture to a couple of large shallow containers and freeze for an additional 2-4 hours. Store covered in the freezer.
Notes
*You can buy these or make them yourself - if you want to make them at home, simply melt 1/2 cup white chocolate chips and dip 2 cups of small pretzels into the chocolate. Place them in the freezer for 10-15 minutes to harden before starting your ice cream**Chill time refers to time required by some ice cream makers. This will need to be adjusted to your ice cream maker and there will be additional freezing time if you desire a more firm ice cream.