Toast pecans in the oven at 350°F for 10–12 minutes; cool and chop. Combine dry ingredients and mix wet ingredients separately, folding in carrots. Combine mixtures and bake at 350°F for 20–25 minutes. Cool completely.
Beat cream cheese, sour cream, and sugar until smooth. Add eggs one at a time, then mix in flour, lemon zest, lemon juice, and vanilla.
Pour cheesecake batter over cooled carrot cake. Wrap the pan in foil, place in a roasting pan, and fill halfway with water.
Bake at 350°F for 1 hour. Let rest in the oven for 30 minutes with the heat off. Cool completely on a rack.
Refrigerate the cheesecake overnight, covered.
Prepare the sour cream topping by whisking confectioners’ sugar, sour cream, vanilla, and salt. Spread over cheesecake and garnish with chopped pecans. Chill for 30 minutes.
Slice with a sharp knife and serve.