Taste the liquor. What's the texture? How much acidity is in it? That will tell you if the liquor has been conched at all - or just refined. There's no standard procedure for this, but I would guess that most liquors are not conched though they may be ground finely enough so that the texture is okay ... but not all are.
Both sugar and cocoa butter tend to grab on to aromas - good ones and bad ones - making it harder to drive them off. A general strategy would be to work with just the liquor for several hours before adding any other ingredients (e.g., sugar) and then grind/refine/conche until you get the flavor you want and then add the cocoa butter.
Question - commercial powdered sugar or sugar you are powdering yourself? Most commercial powdered sugar has cornstarch in it and you don't want that in your chocolate bar.
I also wondered if I melt the liquor first and then grind with stones or should i use the mixing blades? I can't really understand how to do it if I don't melt it first.