The physics of why ethanol cubes are impractical is decisive: its freezing point is around minus 114 degrees Celsius.
That is far colder than a domestic freezer, colder than dry ice, and reaching it requires specialised equipment. So pure alcohol cubes are not something anyone is making at home.
A cube of a mixture — a spirit, which is mostly water — freezes at a temperature that depends on its strength. A typical spirit at forty percent will freeze somewhere around minus 27 degrees, which most domestic freezers cannot reach. Weaker mixtures freeze higher and are achievable.
And if you did have very cold alcohol, handling it would be genuinely hazardous — liquid at that temperature causes serious cold injury on contact, and it does not feel cold in the way ice does until damage is done.