Jack Daniels Tennessee Whiskey

Tennessee Whiskey is a straight whiskey produced in the US state of Tennessee. Whiskey produced in Tennessee is technically and legally a Bourbon and is recognised as Bourbon internationally, but Tennessee manufacturers prefer to keep their produce separate from Bourbon. To be a legal Bourbon, a whiskey has to meet the following criteria

Produced in the United States and Territories (Puerto Rico) and the District of Columbia
Made from a grain mixture that is at least 51% corn
Aged in new, charred oak containers
Distilled to no more than 160 (U.S.) proof (80% alcohol by volume)
Entered into the container for aging at no more than 125 proof (62.5% alcohol by volume)
Bottled (like other whiskeys) at 80 proof or more (40% alcohol by volume)

Crown Royal Canadian Whisky

Canadian Whisky is a blended multi grain liquor in which corn spirits are in a higher percentage over other grain spirits, and the whisky is lighter and smoother than other types of whiskies.

Canadian corn whisky uses some rye grain added to the mash to give it more flavour and this characteristic style and flavour gave Canadian Whisky the name Canadian Rye Whisky or simply Rye Whisky.

Canadian standards stipulates a minimum 3 years of aging in wood vessels and 40% ABV, and must be mashed, fermented and distilled in Canada.

Southern Comfort Peach Liqueur

Southern Comfort is now branded as a Whiskey Liqueur and is associated with bourbon , but originally the brand produced peach liqueurand was one of the few peach liqueurs in the market. Produced using neutral spirit and over 100 ingredients, the final liqueur matured for eight months before bottling.

Blue Curacao Liqueur

Curaçao is a liqueur flavored with the dried peel of the bitter orange laraha. It's been a popular liqueur for more than 150 years, the Dutch East India Company created this orange liqueurs by steeping orange peels in alcohol from the island of Curaçao and called it Curaçao liquor, unlike Triple Sec, Curacao has added spices and herbs to the orange and Curaçao comes in a variety of colours such as clear, orange or blue.

Blue Curaçao being the most used of them, in cocktails. Although Curacao is an orange tinted liquor, Blue Curacao is a regular Curacao dyed bright blue to give it a striking appearance, and thus is a very popular cocktail mixer, whenever a striking colour is desired.

Blue Curacao is usually around 25% ABV.

Blue Curacao is essentially Orange Liqueur tinted Blue, the colour doesn't influence the taste and thus Orange Curacao is interchangeable with Blue Curacao in recipes, if the colour is not important in the appearance.

NOTE: Blue Curacao being an Orange Flavoured Blue Liqueur, it's primary purpose in a cocktail is introducing the Orange flavour and the striking sky blue to the drink, so, if a bottle of Blue Curacao liqueur is something you are not planning to buy right now, you can manage with the Blue Curacao Syrup.
It would add the same flavour and colour profile to the cocktail, all we need to do is simply count for the alcohol absent in the syrup and account for it.