Actually, the part about there being blood is quite common in Cattle.
They cannot sell it as normal milk, so it is often used to make chocolate as it is very iron rich and has other minerals in it.
It isn't bad for you in any way other than it is a bit gross that you are drinking blood, what happen is when a cow has a calf, it starts producing milk as soon as the body knows it's pregnant, and the milk will stay in the tits for months, and in some cases solidifying, thereby making the farmer, or his machinery, has to squeeze harder to get the milk and basically is the same as if you clench a guys dick, or a chick boob tremendously hard and it starts to bleed.
The only myth in that one is that they get it a great discount