Preheat the oven to 350 degrees F (175 degrees C). Place a pan of water on the lowest oven rack.

To make the crust: Crush ladyfingers into fine crumbs. Place crumbs into a bowl with melted butter and coffee-flavored liqueur; stir until evenly combined. Press into the bottom of a 9-inch springform pan.

To make the filling: Beat cream cheese, mascarpone cheese, and sugar in a large bowl with an electric mixer until very smooth, 2 to 3 minutes. Scrape down the sides of the bowl and mix in coffee-flavored liqueur. Add flour and eggs; mix on low speed just until smooth. If batter seems too thick, mix in heavy cream. Pour batter over the crust.

Bake on the center rack of the preheated oven until just set, 40 to 45 minutes.

Open the oven door, turn off the heat, and leave cheesecake to cool on the center rack for 20 minutes.

Remove from the oven, transfer to a wire rack to cool completely, about 30 more minutes.

Refrigerate for at least 3 hours, or overnight.