Start by heating your oven to 350°F so it's fully ready when your crust is. Grease your 13×9×2-inch baking pan generously with shortening, making sure to coat the corners. This step keeps the finished bars from sticking and tearing when you go to cut them later.
In a large bowl, beat the shortening and brown sugar together until the mixture turns light and fluffy. Add the egg and beat again until it's fully blended in. This creamed base is what gives the crust its soft, cookie-like texture once baked.
Stir together the flour, salt, and baking soda in a separate bowl, then add it gradually to your creamed mixture. Fold in the quick oats last, mixing just until everything is evenly combined and slightly crumbly.
Set aside about 1 1/4 cups of the oat mixture for your topping later. Press the rest firmly into your prepared pan to form an even bottom layer. Bake this base alone for 10 minutes so it firms up before the apples go on.
While the crust bakes, toss your chopped apples with the 2 tablespoons of flour and the lemon juice in a bowl. This coating helps the apples release less liquid, so your bars stay firm instead of watery. Spread the apple mixture evenly over the warm, partially baked crust.
Place your unwrapped caramel candies in a microwave-safe bowl and heat in 1-minute bursts, stirring between each, until smooth and pourable. Drizzle the melted caramel evenly over the apple layer, letting it settle into every gap. Sprinkle your reserved oat topping over the caramel, pressing it down lightly.
Bake the assembled bars for 30 to 40 minutes, until the apples are tender and the top is golden brown — just don't overbake, or the caramel can turn too hard. Run a knife along the pan edges while it's still warm to loosen the caramel. Let the bars cool completely before slicing into neat 1 1/2-inch squares.