Preheat oven to 350°F. Prepare cake according to the instructions on the box adding in the water oil and eggs, mixing until combined.
Bake cake in 9 x 13-inch pan for 20-22 minutes or until an inserted toothpick comes out clean. Let cool for 10 minutes.
To prepare the blueberry sauce, rinse the berries. In a medium-sized sauce pan, combine blueberries, sugar, flour and water; stir well. Cook over medium-high heat until mixture starts to bubble, stirring often. Turn down heat and let simmer to allow the blueberries to soften. Cook until sauce thickens; maybe 10-15 minutes. Stir often so the bottom does not burn.
Allow to cool for 20 minutes.
While the cake is still warm, take the end of a wooden spoon and poke holes all over the top of your cake.
Prepare the pudding filling by combining cheesecake pudding with milk and whisk until the pudding is dissolved. Pour pudding over top of cake, filling the holes. Refrigerate at least 10 minutes until the pudding is firm.
Pour blueberry sauce over top of the cake and refrigerate until cake and toppings are cooled.
Beat cream cheese on medium-high speed for 2-3 minutes until cream cheese is smooth and free of lumps. Scrape down the sides of the bowl occasionally.
Add 3 Tablespoons of the heavy whipping cream and beat it into the cream cheese until the cream cheese resembles a liquid mixture.
Then, add the remaining heavy whipping cream and beat on medium-high speed. Once the cream starts to thicken, slowly add the powdered sugar and beat until stiff peaks form. Spread over cooled cake and refrigerate until served.