Preheat the oven to 375 degrees F.
Make the crust by combining the graham cracker crumbs, cookie crumbs, melted butter and sugar. Stir to mix well, then transfer to a deep-dish pie pan, pressing the crumbs evenly along the bottom and all the way up the sides of pie pan. Put the prepared pie pan on a baking sheet and bake the crust until lightly golden around the edges and fragrant, 10 to 12 minutes. Remove to a wire rack to cool.
In the top of a double-boiler, or in a metal bowl set over a pot of barely simmering water, melt the bittersweet and unsweetened chocolates, stirring, until smooth. Remove from the heat.
In a bowl, beat the egg yolks. In a medium, heavy saucepan, whisk together the sugar, cornstarch, and salt. Add 1 3/4 cups of the milk in a stream, whisking constantly. Bring the mixture to a boil, whisking constantly to keep lumps from forming. Remove from the heat.
Add 1 cup of the hot milk mixture to the yolks and whisk until smooth. Add the beaten yolk mixture to the saucepan with the hot milk and bring to a simmer over medium-low heat. Simmer, whisking constantly, until thick and smooth, about 3 minutes. Remove from the heat and whisk in the melted chocolate, butter, and vanilla. Transfer to a medium bowl. Cover with plastic wrap, pressing down on the surface to prevent a skin from forming, and refrigerate to cool.
Once the filling has cooled, place the gelatin in a small bowl and heat the remaining 1/2 cup milk and the coffee liqueur in a small saucepan. Pour the hot milk mixture over the gelatin and whisk until the gelatin is dissolved. Allow to cool slightly. When the gelatin mixture has cooled to lukewarm, place the heavy cream in a medium bowl and whip the cream until soft peaks start to form. Add the confectioner's sugar and continue beating until stiff peaks start to form. Place half of the whipped cream in a small bowl, cover with plastic wrap, and refrigerate until you are ready to serve the pie.
Fold half of the remaining whipped cream into the pudding to lighten the mixture, then add the remaining cream, the gelatin mixture, and the crushed cookies to the lightened pudding mixture and fold until thoroughly combined. Spoon into the prepared pie crust and cover with plastic wrap. Refrigerate until thoroughly chilled and the pie is set, about 4 hours or up to overnight. You may have leftover filling.
Slice the pie using a hot, damp knife. Serve with dollops of the remaining whipped cream.