Can you put a bottle of whiskey in the oven
In general, you wouldn't want to put a sealed glass bottle filled with any liquid in your oven.
If you want to try and are still working on it, remove the cap, empty the alcohol into another container, bake the bottle and cap covered in clay separately leaving room to screw the cap on.
Let the bottle cool completely, then add the alcohol back in.
It's imperative that you let the bottle cool to room temperature, the shock of the oven hot bottle having liquid poured into it would probably shatter it.
In my opinion, baking a sealed, full bottle, is just asking for either a dangerous accident or a big mess.