Grind caraway, fennel, and anise seeds coarsely in a spice grinder.

Heat milk and butter in a saucepan until butter melts and milk simmers.

Cool milk mixture to 100°F (38°C).

Stir molasses and yeast into the milk mixture and let stand until foamy.

Add all-purpose flour, rye flour, salt, and orange zest and stir until a shaggy dough forms.

Knead in the saucepan, adding more flour as needed, until dough is no longer sticky.

Turn dough onto a floured surface and knead until smooth and springy.

Place dough in a greased bowl, turning to coat.

Cover and let rise in a warm place until puffy.

Line a baking sheet with parchment paper and place dough on it.

Cover and let rise until puffy.

Preheat oven to 350°F (175°C).

Bake until browned and sounds hollow when tapped.

Cool completely before slicing.