Preheat oven to 350°F (177°C). Spray a 9X13 inch baking dish with nonstick baking spray.
Make Shortbread Crust:
In the bowl of a food processor fitted with a metal blade, process the flour (2 cups) and butter (1 cup) until it resembles a coarse meal.
Add the sugar (1/4 cup) and pecan (1 cup) and process until it's cut in.
Press into baking pan. Bake until lightly golden brown, about 20-25 minutes. Let the crust cool. Meanwhile, prepare the remaining layers.
Make Cream Cheese Layer:
In a mixing bowl, using an electric mixer set on high, beat cream cheese (2 packs), lemon zest (2 teaspoons) and juice (3 tablespoons), and powdered sugar (1 1/2 cups) until fluffy, about 3 minutes.
In another large mixing bowl, add heavy cream (3 cups) and with the mixer on a high beat until stiff peaks form, about 2 minutes.
Fold 1 cup of the whipped cream into the cream cheese mixture. Spread mixture over crust; freeze until set, about 10 minutes.
Make Pudding Layer:
In a large mixing bowl, using a handheld electric mixer set on low, beat together lemon pudding (2 boxes) and milk (3 cups) together and beat for 2 to 4 minutes, until the pudding has slightly thickened. If the mixture hasn't started to thicken, place it in the refrigerator until it has.
Spread the slightly thickened pudding mixture over the cream cheese layer. Chill until pudding sets slightly, about 15 minutes.
Whipped Cream Topping:
In an even layer, add the remaining whipped cream over the set pudding layer. Cover with plastic wrap and refrigerate for a minimum of 4 hours or better, overnight.
Notes
Cream Cheese: Your cream cheese should be softened before getting started on your cream cheese mixture. It helps to pull it out about 30 minutes beforehand and cut it up into little cubes. If you forget to pull it out, Better Homes & Gardens offers a couple of quick softening techniques you can try.
Folding: Gently fold in your whipped topping (always add light to heavy when folding). Use a large bowl with a flexible rubber spatula and be gentle. This will help keep your mixture light and fluffy.