Whisk the all-purpose flour, cocoa powder, and salt together in a medium bowl. Set aside.

Add the softened butter, granulated sugar, and brown sugar to the bowl of a stand mixer fitted with the paddle attachment. Beat on medium-high speed for about 2 minutes, until slightly pale and fluffy.

Mix in the egg yolk and vanilla extract. Cover the reserved egg white and refrigerate it until needed.

Blend the buttermilk into the butter mixture. Reduce the mixer to low and gradually add the dry ingredients. Mix only until a chocolate dough forms.

Shape the dough into a ball and place it on plastic wrap. Flatten it into a disk about 6 inches wide, wrap securely, and refrigerate for approximately 45 minutes. The dough should become slightly firm but remain easy to shape.

Preheat the oven to 350°F (175°C). Line baking sheets with parchment paper.

Whisk the reserved egg white until frothy. Place the finely chopped pecans in a separate shallow bowl.

Shape the chilled dough into approximately 1-inch balls. Dip each ball in the frothy egg white, allow the excess to drip away, and roll it in the pecans. Press gently so the nuts adhere well.

Arrange the coated dough balls on the prepared baking sheets. Use your thumb to make a deep indentation in the center of each cookie.

Bake for 10–12 minutes, or until the cookies are set. After removing them from the oven, carefully deepen each indentation using the rounded bottom of a teaspoon.

Let the Salted Caramel Turtle Thumbprint Cookies cool on the baking sheet for several minutes before transferring them to a wire rack to cool completely.

Place the caramels and heavy cream in a microwave-safe bowl. Microwave in 30-second intervals, stirring thoroughly between each interval, until completely melted and smooth.

Spoon the warm caramel into each cookie indentation. Finish with a small pinch of flaky or coarse sea salt.

Place the chocolate and shortening in another microwave-safe bowl. Microwave at 50% power in 30-second intervals, stirring between intervals, until smooth.

Transfer the melted chocolate to a piping bag or zip-top bag with a tiny corner snipped off. Drizzle chocolate over the salted caramel cookies and leave them at room temperature until the toppings have set.