Soak the cashew nuts in water overnight (alternatively: pour boiling water over them and let them steep for at least 2 hours). Then put in a sieve and rinse with clean water. Puree with the 500 ml water in the blender on the highest setting to a creamy consistency. Pour through a fine sieve.
Gently heat the coconut milk in a saucepan while stirring until it is completely liquid. Then mix with the cashew milk and the remaining ingredients in a blender.
The Eggnog can be stored in the refrigerator for approx. 3 days. It can be drunk both cold and warm. If you want to serve it cold, stir it well and pour it through a fine sieve again before serving, as fine lumps can form due to the coconut milk when it is cold. That's why I wouldn't serve it on ice.
Optional: add a little grated nutmeg to each portion before serving.