In a medium saucepan over medium-low heat, combine milk, coffee, cinnamon, and orange zest. Bring to a boil; remove from heat. Allow to steep 30 minutes. Line a mesh strainer with cheesecloth and place over a bowl; strain liquid into bowl. Return liquid to saucepan; add condensed milk. Bring to a boil over medium heat.

In a medium bowl, whisk together egg yolks and sugar. Pour 1/3 of the hot milk mixture into egg mixture; whisk until smooth. Return egg mixture to saucepan with remaining milk mixture. Reduce heat to medium-low. Cook, stirring constantly, until mixture has thickened, 3 to 5 minutes (do not let boil). Remove from heat; strain through a strainer set over a bowl. Stir in cream. Let cool. Refrigerate at least 30 minutes or up to 2 days.

Make ice cream according to ice cream maker instructions. Freeze for at least 3 hours. Allow to soften in the refrigerator just before serving.