We were on Adventure of the Seas last year, and we bought a small bottle of gin and a small bottle of amaretto (which I like in coffee, lemonade and orange juice) in St. Thomas. I carried them back on board in my purse, and no one said anything. We also carried soda back on board in plain site. Someone told me that they will not take small bottles out of a woman's purse. . . The couple at our dinner table did the same thing, and no one said anything to them. We heard later that the cruise lines will not make you take something out of your purse.
Enjoy your cruise (and your coffee!!)