Make the Blackberry Sauce: In a saucepan, combine blackberries, sugar, lemon juice, and zest. Cook over medium heat until softened. Mix cornstarch and water, stir into the sauce, and cook until thickened. Set aside to cool.
Prepare the Brownie Layer: In a bowl, whisk together melted butter, brown sugar, salt, eggs, and vanilla. Stir in cocoa powder, flour, and baking soda until combined. Spread batter into a lined baking pan.
Make the Cheesecake Layer: Beat cream cheese, sugar, salt, and nutmeg until smooth. Mix in egg white, lemon juice, and vanilla. Whip heavy cream separately and fold it into the cheesecake mixture.
Assemble: Spread the cheesecake mixture over the brownie batter. Drizzle the blackberry sauce on top and swirl with a toothpick or knife for a marbled effect.
Bake: Preheat oven to 350°F and bake for 30-35 minutes, until the edges are set but the center is slightly jiggly.
Cool & Serve: Let the brownies cool completely before refrigerating for at least 2 hours. Slice and serve chilled or at room temperature.