Preheat oven to 350F. Line a 9x13-inch pan with parchment paper, leaving overhang on two sides for easy lifting. Lightly grease any exposed pan surface.

Beat softened cream cheese with 1/4 cup sugar until smooth and fluffy, about 2 minutes. Add egg yolk, red food coloring, and 1/2 tsp vanilla. Beat until fully combined and vividly red. Set aside.

In a large microwave-safe bowl, combine butter and chocolate chips. Microwave in 30-second bursts, stirring between each, until melted and smooth. Let cool 5 minutes so you don't scramble the eggs.

Whisk 1.5 cups sugar into the cooled chocolate mixture until glossy. Add eggs one at a time, whisking well after each, then stir in 2 tsp vanilla. Fold in flour, cocoa powder, and salt with a rubber spatula until just combined. Do not overmix.

Spread two-thirds of the brownie batter into the prepared pan. Dollop the red velvet mixture over top, then add remaining brownie batter in spoonfuls. Use a knife or skewer to marble the two batters together. Don't overdo it - you want distinct swirls.

Press half the chopped Oreos into the batter surface. Bake 32-36 minutes until a toothpick inserted in the center comes out with moist crumbs but no wet batter. The center should look set but still soft.

Cool completely in the pan on a wire rack, at least 1 hour. Lift out using parchment overhang, top with remaining Oreo pieces, and cut into 16 squares. For cleanest cuts, chill 30 minutes first.