Preheat the oven to 350 degrees F (175 degrees C).
Mix devil's food cake mix and margarine together in a bowl until crumbly. Lightly press mixture into a 9x13-inch baking pan. Pour sweetened condensed milk over crust. Sprinkle with butterscotch chips, chocolate chips, coconut, and walnuts.
Bake in the preheated oven until coconut is browned, 20 to 25 minutes. Let cool and cut into squares.