Place a rack in the center of the oven and preheat oven to 350. Set aside an ungreased 15x10 inch jelly roll pan.
Place the cake mix and butter in a large mixing bowl. Cut the butter into the cake mix with two knives or a pastry blender until the mixture is crumbly. Sprinkle the mixture over the bottom of the jelly roll pan and press into the pan with your fingertips to form a crust.
Sprinkle the top of the crust evenly with the butterscotch chips,chocolate chips,coconut and nuts. Pour sweetened condensed milk evenly over all the ingredients. Place the pan in the oven.
Bake the bars until they are lightly browned and bubbly all over, 25 to 30 minutes. Remove the pan from the oven and place it on a rack to cool for 30 minutes. Cut into bars.
Store these bars,covered in plastic wrap or foil at room temp for up to 5 days. Or freeze them, wrapped in foil for up to 6 months. Thaw the bars overnight on the counter before serving.