I asked the OU and got this response:
We do not have any knowledge about the Kashruth of Haagen Dazs Cakes, as the OU has not been asked to certify the product for Kashruth.
It is the policy of the OU not to render opinions on the Kashruth of a product if the OU does not have full access to information about the makeup of the product nor about the plant where the product was produced.
We suggest that you contact the company to inquire if they are currently under a Rabbinic supervision. If you're given a name of a Rabbi or of a Kashruth organization, then check with your Rabbi if the certification is a reliable one.
Please don't hesitate to contact us again should you have any further questions.
With best wishes for a happy, healthy and prosperous spring season, we remain
The Web (be) Rebbe Team