Preheat the oven to 160°C/fan 140°C/gas 3 and grease and flour a 1 litre pudding basin.
In an electric mixer with a beater attachment, or in a bowl with a wooden spoon, cream your butter and sugars together until light and fluffy. Gradually add the eggs one at a time, mixing as you go to prevent them curdling, then mix in the sifted flour and baking powder.
Fold in the milk and 2 tablespoons of the marmalade.
Put the remaining 4 tablespoons of marmalade into the bottom of the prepared basin and spoon the sponge mix on top. Cover the top with a buttered round of baking paper, then cover that with a piece of foil with a pleat in the middle and tie with string to secure.
Place the pudding in a deep roasting tray and pour boiling water into the tray to come halfway up the sides of the basin. Cover the whole thing with foil and bake for 2½ hours.
Remove the pudding carefully from the baking tray and leave for 10 minutes before unwrapping, unmoulding and upturning on a serving plate.
While the pudding is resting, make the whisky custard. Slit the vanilla pod open lengthways and scrape out the seeds. Put the seeds and pod into a heavy-based saucepan with the milk and cream and bring slowly to the boil to infuse the vanilla.
Meanwhile put the egg yolks and sugar into a bowl and mix together for a few seconds.
Pour the boiling milk into the yolks, whisking constantly to prevent curdling, then return the mixture to the saucepan. Cook slowly over a low heat, stirring constantly with a wooden spoon, until it thickens enough to coat the back of the spoon.
Pour through a fine sieve, discard the vanilla pod, and stir in the whisky. Serve straight away, in a jug, with the pudding.