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; press start. When dough has been kneaded 10 minutes, add the candied fruit, sultanas and chopped almonds and continue to knead.
Grease two 450g (1lb) loaf tins. 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 tins. Cover loosely with cling film; allow to rise for 30 minutes.
Preheat the oven to 180 C / Gas 4. Whisk together the egg white, water, 4 tablespoons sugar and the flaked almonds. Spoon mixture evenly over loaves.
Bake in preheated oven until a knife inserted into the centre of a loaf comes out clean, about 35 minutes. Cool on rack for 5 minutes before slicing. Serve warm or at room temperature.