True sandalwood can come off as milky and creamy, though having been overharvested you won't find much in modern perfumes. Egoiste gives some of the satisfaction,not particularly milky, but very warm and smooth and with a touch of sweetness. Saffron can work too, for instance Safran Troublant by l'artisan parfumeur.
Possibly also Rochas Man- creamy mocha, Sculpture by Nikos- creamy sugar, caramel and spice and Fahrenheit 32- creamy vanilla among the designer fragrances. While neither of these successfully combine all requested notes, also neither of them is particularly (or not at all) milky, they may be worth testing. At least as "second options", possibly for layering, possibly also for different variations on a range of creamy-scented notes.