Step 1
Combine caraway seeds fennel seeds and anise seeds in a spice grinder; pulse until coarsely ground.
Step 2
Heat milk and butter in a deep saucepan stirring occasionally until butter melts and milk comes to a bare simmer about 5 minutes. Remove from heat and cool until milk registers 100 degrees F (38 degrees C) on an instant-read thermometer.
Step 3
Stir molasses and yeast into the milk mixture. Let stand until yeast is foamy about 5 minutes. Add 2 cups all-purpose flour rye flour sea salt and orange zest; stir until dough forms a shaggy mass. Knead in the saucepan adding more flour if needed until dough is no longer sticky 5 to 7 minutes.
Step 4
Turn dough out on a floured surface. Knead adding more flour if needed until smooth and springy about 7 minutes.
Step 5
Place dough in a large greased bowl turning to coat. Cover with a damp kitchen towel or piece of plastic wrap. Let rise in a warm area until somewhat puffy about 1 hour.
Step 6
Line a baking sheet with parchment paper. Place dough on the baking sheet. Cover lightly with the towel or plastic wrap. Let rise until puffy about 1 hour 30 minutes.
Step 7
Preheat oven to 350 degrees F (175 degrees C).
Step 8
Bake in the preheated oven until browned 35 to 40 minutes. Bread will sound hollow when tapped on the bottom.