After more than 10 hours of trying to do the milk with a fluid simulation and not getting anywhere near a result I liked (not even getting closer during those hours…), I decided to try modeling something (with Curves) and after less than 20 minutes I got this:
It is easy enough to tweak the shape later on, but for now I am happy with the way it looks.
Changed the glass color back to pure white, because especially the shards look pretty bad before.
Still not sure how I am going to fit everything in one image though…