Prepare the Pan and Oven:
Grease a 9×5-inch loaf pan with baking spray, line with parchment paper, leaving an overhang for easy lifting. Preheat the oven to 350°F (175°C), placing the rack in the lower third of the oven.
Make the Crisp Topping:
In a bowl, mix flour, oats, brown sugar, cinnamon, and nutmeg. Add melted butter and combine with a fork until the mixture is evenly moistened. Refrigerate until ready to use.
Prepare Cinnamon-Sugar and Apples:
In a small bowl, mix brown sugar and cinnamon for the cinnamon-sugar mixture; set aside. Toss diced apples with 2 tablespoons sugar and 1 teaspoon cinnamon; set aside.
Prepare the Bread Batter:
In a large bowl, beat the softened butter with granulated sugar and vanilla until creamy. Add eggs, one at a time, mixing after each addition. In another bowl, mix flour, baking powder, and salt. Add the dry mixture to the butter mixture, mixing until combined. Gradually pour in milk, mixing until smooth. Scrape down the bowl with a spatula.
Make the Cheesecake Filling:
In a medium bowl, beat cream cheese, granulated sugar, flour, and vanilla until smooth. Add the egg and mix just until combined.
Assemble the Bread:
Spread half of the bread batter into the prepared loaf pan. Scatter half of the apple mixture over the batter and sprinkle with half of the cinnamon-sugar mixture. Spoon the cheesecake filling over the apples, spreading gently without reaching the edges. Top with the remaining bread batter, smoothing the surface. Scatter remaining apples over the top and sprinkle with the crisp topping.
Bake:
Bake for 55-70 minutes, or until a toothpick inserted into the center comes out clean. If needed, tent with foil after 30-40 minutes to prevent over-browning. Cool in the pan for 20-30 minutes, then use parchment paper to lift the bread onto a cooling rack.
Make the Glaze:
In a small bowl, mix powdered sugar, milk (or cream), and vanilla until smooth. Drizzle over cooled bread.