Let your ice cream sit out at room temperature for 10-15 minutes until it's soft enough to measure.
Add your ice cream, Kahlua, brownie pieces, and fudge to a blender. Blend for 10-15 seconds until just combined. Do not over blend!! This will give you a really thin milkshake.
Notes
If your milkshake is too thick, you can thin it out by adding more Kahlua or milk 1/2 Tbs at a time. Or, simply wait for the ice cream to melt a little more.