In a large bowl, using an electric mixer set on medium speed, beat together cream cheese, sourcream, sugar, milk, 2 Tbsp of orange liqueur and sherry until smooth. In a small bowl, combine coffee and remaining orange liqueur.
Arrange some ladyfingers over the bottom of a 9 inch springform pan.
Brush with half of coffee mixture. Spread half of cheese mixture over ladyfingers; smooth top. Sprinkle half of chocolate on top. Repeat layering with remaining ladyfingers, coffee mixture, cheese mixture and chocolate.