Prepare each flavored gelatin one by one according to package instructions. Pour into separate shallow containers and refrigerate until firm, at least 3 hours.
Once firm, cut each flavor of gelatin into small cubes.
In a large bowl, combine all different gelatin cubes together and gently mix.
In another bowl, dissolve unflavored gelatin in boiling water. Add cold water and stir until completely dissolved.
Stir in sweetened condensed milk with the dissolved unflavored gelatin, mixing well.
Pour the milk gelatin mixture over the bowl of gelatin cubes and gently stir to distribute.
Pour the mixture into a mold or a glass dish. Refrigerate until completely set, about 4 hours or overnight.
Once set, remove from mold, cut into slices, and serve.