Place the milk, cream, rum, vanilla extract, butter, eggs, sugar, salt, lemon zest, flour, and yeast into the pan of a bread machine in the order listed. Set machine to Bread Dough for a
5 pound loaf; press start. When dough has been kneaded 10 minutes, add the candied fruit, raisins, and chopped almonds and continue to knead.
Grease 2 9×5-inch pans. When the kneading and rising cycles of the bread machine have completed, remove the dough. Turn out onto a lightly floured board and divide into two equal portions. Spread dough into prepared bread pans. Cover loosely with plastic wrap; allow to rise for 1/2 hour.
Preheat an oven to 350 degrees F (175 degrees C). Whisk together the egg white, water, 1/4 cup sugar, and the sliced almonds. Spoon mixture evenly over loaves.
Bake in preheated oven until a knife inserted into the center of a loaf comes out clean, about 35 minutes. Cool on rack for 5 minutes before slicing. Serve warm or at room temperature.