Preheat the oven to 350 degrees. Grease a 13x9x2-inch baking pan with shortening.
To make the crust, combine the shortening and the brown sugar in a large bowl. Beat at medium speed with an electric mixer. Add the egg and beat until well blended. Combine one and one-half cups of the flour, the salt and the baking soda. Gradually add this mixture to the creamed mixture. Add the oats and mix until blended.
Reserve one and one-fourth cups of the mixture and set aside. Press the remaining mixture into the prepared pan. Bake for 10 minutes.
For the filling, toss the apples with the two tablespoons of flour and the lemon juice. Arrange the apple mixture evenly over the partially baked crust and press in lightly with your fingers or the back of a spoon. Place the caramels in a microwave-safe bowl and microwave at high for one minute. Stir and repeat until the caramels are melted. Drizzle the caramel evenly over the apples. Crumble the reserved topping evenly over the caramel. Bake for 30 to 40 minutes, or until the apples are tender and the top is golden brown. Loosen the caramel from the sides of the pan with a knife. Cool completely. Cut into bars. Cover tightly with plastic wrap to store.