Place the cornflour (cornstarch) in a non-reactive saucepan (such as stainless steel; DO NOT use an aluminium or copper pan or the acid may react with it and you'll end up with yukky green curd). Gradually whisk in the blood orange and lemon juices.
Whisk in the sugar and milk. Place the pan over a medium-low heat and stir until the sugar has dissolved. Continue to cook the curd whilst stirring until it becomes very thick. Do not let it boil for more than a minute.
Allow the curd to cool a little then pour into a large jar (preferably sterilised). Place the jar in the fridge overnight for the vegan blood orange curd to cool and set.
With regards to the butter, you can use whichever variety you prefer; a spreadable kind such as Vitalite will give a softer set, and a solid block kind such as Naturli vegan block or Stork block will give a slightly firmer set. It may also work using coconut oil but I haven't tested it.
It may be possible to swap the cornflour for arrowroot but again, I haven't tested it.