In a large heavy saucepan combine condensed milk, cream, milk, and coffee crystals. Cook and stir over medium heat till the coffee crystals are dissolved. Gradually stir about half of the hot mixture into egg yolk; return mixture to saucepan. Bring to boiling. Cook and stir over medium heat 2 minutes more. Remove from heat. Add whiskey, rum, chocolate extract, and vanilla. Cool. Transfer to a bottle or jar with a tight fitting lid; chill several hours. Shake well before serving. Store, covered, in the refrigerator up to 2 months. Makes 4 1/2 cups.