In a medium pot, combine the milk and sugar. Sprinkle on the gelatin. Let this sit for 10 minutes for the gelatin to hydrate.
Heat the milk and gelatin mixture over medium-high heat. Whisk constantly until the milk starts steaming (do not boil) and the gelatin is dissolved. Remove from the heat.
In a small bowl, add the ube halaya. Stir in a little bit of milk mixture into the ube halaya at a time to loosen it up. Once the ube halaya is smooth and easier to mix, add it to the main milk mixture.
Stir in the heavy cream, vanilla extract, and ube extract.
Pour into ramekins, cover with plastic wrap, and refrigerate for at least 4 hours. Enjoy!