The STEB rule
Duty-free liquids of any size are allowed in the cabin if they're sealed in a STEB at the airport you bought them, with the receipt visible and dated within the last 36 hours. Don't open the bag until you're at your final destination.
Direct flights — fine
Sealed STEB plus receipt: you're good.
Connecting in the EU/UK — usually fine
Most EU and UK transfer security accepts STEBs from any country, as long as the seal is intact and the receipt is dated within the last 36 hours.
Connecting through the US — often binned
The US generally re-screens international arrivals, and STEBs do not survive the 100ml rule at TSA checkpoints. If you have a US connection, buy duty-free on the last leg of your trip or check it in.
Rule of thumb
Buy duty-free liquids on the final leg before your destination, not the first.