To prepare cake: Soak the apples in the rum for 20 minutes. Preheat the oven to 350 degrees. Butter and flour and 11-inch springform pan. Sift together the flour, sugar, baking soda, salt, cinnamon, allspice, and nutmeg into a bowl and make a well in the center. Beat the eggs slightly and stir in the vanilla and oil. Pour the oil mixture into the dry ingredients all at once and stir until just blended. Fold in the walnuts. Drain the apples and fold them in, stirring just enough to evenly distribute the nuts and apples. Pour the batter into the cake pan. Bake for 45 minutes, or until a toothpick inserted into the center comes out clean. Cool in the pan for 3 to 5 minutes, then turn cake out onto a wire rack to cool to room temperature.
To prepare the sabayon: Place the egg yolks and ale in a stainless steel or copper bowl and whisk in the sugar and vanilla. Cook the sabayon for 6 to 8 minutes over medium to high heat, whisking constantly. It may be necessary to remove the bowl from the heat from time to time if the sabayon gets too hot or the eggs will begin to scramble. To test for doneness, let a drop of the sauce fall from the tip of the whip. If it stays pronounced on the surface, then the sauce is done.
To serve: Cut the cake into wedges and pour the warm sauce over the tip of each slice as you serve it.