and for Mike I just stroll into the PARK LANE Liquor Store and ask for a bottle of Strega and (lines 20-21)
Wow, this guy is confident. He just "strolls into" the liquor store, like he owns the place, and is like, "I need some Strega," which is a fancy Italian liquor you've probably never heard of. (We certainly hadn't.) He oozes nonchalance and casual good taste.
while she whispered a song along the keyboard to Mal Waldron and everyone and I stopped breathing (lines 28-29)
For most of the poem, the speaker seems hip and self-confident. But here at the end, he's suddenly completely powerless, and even his ability to breath is at the mercy of Billie Holiday's incredible performance.