Considering my personal experience with this warm milk drink (or non-alcoholic cocktail, call it what you may), I may just as well name it "The Forbidden Milk". I had a strange experience in my pursuit of it :)
I first had it in a small charming bar called Arcade in the Bucharest's Old Town (Lipscani area). It was my first time going there (in a March just like this one, in 2007, when the magazine I was writing for gave all ladies a free afternoon for Women's Day). When I looked at the menu I wanted to try one of the Hot milks, but all the other flavors seemed a little to conventional - chocolate, hazelnut, white chocolate etc. Don't get me wrong, they're great, but when I saw something simply labeled "Blue Milk" I had to try it. After the first sip I was charmed. I asked the waiter what it contained and he replied "Blue Curacao". I knew that was an ingredient in cocktails, but had no idea it was derived from oranges because the flavor, although tangy and sweet, was much richer and intense than a plain orange one.
Well, after savoring another cup of the pretty pretty milk (did I mention blue is also my favorite color?) I got up and left thinking I will return and enjoy it many other times. But fate had fated otherwise :))
It may sound funny, but all my attempts to return to the magical place - that served the milk I was hooked on - were in vain. I mean, I literally went in circles around the place on more than one occasion without being able to find it. The bar was very much still alive and enjoying a lot of customers but I couldn't find it anymore. I complained to my friends, they drew me explicit simple maps on how to get to it (and the area is not complicated at all), they even went there from time to time (but, of course, anytime just not when they were with me :)) ) but all in vain. I felt like in one of Mircea Eliade's novels (like La Foret Interdit) - when the character gains access in a magical place without being able to return to it ever again - thus I feel like naming this drink "The Forbidden Milk".
You can imagine my joy when we bought some cocktail ingredients and the first thing I wanted to make with the Blue Curacao syrup was not some fancy alcoholic tropical cocktail but my beloved milk drink, which, as I found out later, is called "Blue Skies". You must try this. Now. :D