Off the top of my head, the following states do NOT ban consumption of alcohol whilst CCW. Maryland, New York, New Jersey, Michigan, West Virginia, Texas, Nevada, and Pennsylvania. I am positive there are more...lots more.
The only state that bars alcohol and carrying a gun totally is North Carolina, to the best of my knowledge.
Be safe.
Add Wyoming to that list.
Unless the OP is bootlegging moonshine, there's nothing wrong with transporting unopened liquor in the vehicle while carrying. As long as the GOV gets their tax money, they don't care.