I don't know if there are other places, but at Poly. When we were there (3 yrs ago?) they didn't serve it that way. So we'd buy it at the place by the pool then walk inside to the bar and order a shot. They'd pour it right into the dole whip for us LOL. I'm not sure if one of the places at Poly serves it that way now, or if you still have to do it separately.
I believe they have the Dole Whip with rum in Animal Kingdom at Tamu Tamu. They certainly don't skimp with the rum. I had a cold when I got it, I couldn't really taste any food at all but I was defiant to try it that trip. Well, the one thing I COULD taste all day was the rum!! I couldn't finish it. I'd be willing to give it another shot though (probably while not on cold medication. lol)