So there's a conundrum here.
The cockroach milk is concerning because cockroaches are strange and disgusting creatures, and I'm finding myself untrustworthy as to whether their milk is particularly sanitary. But... it's cold. Glorious cold milk. Milk should be served cold. Cold milk is delicious milk.
Then there's the seahorse. Male seahorses birth their young... so does that make them the milk-givers too? Are we drinking male seahorse milk? Do seahorses produce "milk?" Do cockroaches!? Assuming both do, in some fashion, seahorse milk seems safer to me. They are fish things, and humans eat food from the sea frequently, so nothing can possibly go wrong. It's the obvious milk choice. Except... the seahorse milk is warm. Ew, gross.
Cold cockroach milk wins.