Most whiskey gets its color from caramel, i.e. slightly burnt sugar.
The unique flavors of whiskey, rum, brandy, etc. then come from distillation that distills over more than just ethyl alcohol.
The simplified biology 101 explanation of fermentation is that yeast turns sugar into alcohol and carbon dioxide. Then you distill it and get alcohol with the water and dregs left behind. The reality is far more complex.
Your starter -- must, mash, wort or whatever -- is a complex living substance. The yeast not only generates ethyl alcohol, but it has enzymes that convert various forms of sugar into glucose and that also generate other alcohols (amyl for instance). Meanwhile, the starter contains a variety of organic acids. These acids combine with the alcohols to make esters (in minute amounts) that are intense flavoring compounds. Meanwhile, tannins serve to precipitate proteins and other nitrogenous matter, ketones and aldehydes are formed, etc.
Many things affect the mix of compounds formed including temperature of fermentation, initial ingredients, the specific strain of yeast involved, how much the starter was pre-oxygenated and subsequently protected from oxygenation etc etc ad infinitum.
So when the distillation occurs, the result of distilling one fermented starter will vary from that of another. And even the specifics of the distillation will make a difference, as that affects the mix of higher alcohols, esters, ketones and aldehydes that come across in the distillate.
In other words, items such as whiskey, brandy and rum aren't just ethyl alcohol, water and color. Rather, they contain an extremely complex mix of flavoring and aroma compounds that distinguish them from each other and one brand from another.
As important as fermentation is economically, even such basics as the tannins in fermenting must are so complex that chemists haven't fully characterized them; so what is actually in something like whiskey or rum is anyone's guess.
However, because the compounds are so volatile, I'm quite sure they are inhaled in substantial quantities when these items are consumed; and I've never heard of them specifically being harmful via this route. Other than the caramel coloring gunking up atties, I wouldn't expect them to be a problem.
As for flavoring ... humans can detect flavors and smells at extremely tiny PPB and PPM concentrations. Assuming nothing else in the
juice completely masks it, I would suspect that the flavors in whiskey etc. are at least detectable but are probably light enough that they should serve as a complement or enhancement to some other flavor rather than a flavor in and of themselves.
I would be concerned that any effort to concentrate them on a home scale just by boiling on the stove would lose volatile flavor/aroma compounds while concentrating the caramel coloring. What might work better is a second distillation. I'd set up an apparatus and distill anything from room temp up to 170 degrees. This would leave some gunk behind while concentrating the volatiles, plus leave some water behind. As you've already paid the tax on it as a distilled beverage and you aren't re-selling it, the revenuers shouldn't be mad.