Coat a standard 5-by-10-inch loaf pan with cooking spray, and line with plastic wrap, allowing a 2-inch overhang on the long sides; set aside. Process sandwich cookies in a food processor until finely ground; set aside.
Using an offset spatula, smooth vanilla ice cream into bottom of prepared pan. Spread half of the cookie crumbs on top. Freeze 15 minutes. Smooth chocolate ice cream over cookie crumbs; top with remaining cookie crumbs. Freeze 15 minutes. Smooth pistachio ice cream over cookie crumbs. Cover with plastic overhang. Freeze until firm, at least 4 hours (up to overnight).
To unmold, let cake stand at room temperature 10 minutes. Gently lift by plastic overhang, and unmold, pistachio side down, onto a platter. Remove plastic wrap. Top with chocolate sauce.