Firstly, mill the wheat into flour.
Add the baking soda, and salt to the freshly milled flour, and mix to incorporate.
In a microwave safe bowl, warm the water and milk for about 30 seconds, until warm but not too hot to touch.
In stand mixer, add the warmed water and milk, then sugar, and egg. Stir these wet ingredients to combine.
Then, add the flour mixture (dry ingredients) to the stand mixer. Mix until incorporated, and there is no dry flour left. Cover, and let sit for 15 minutes.
After the dough has had time to rest, (autolyze step) then it is time to put in the yeast, and then stir to combine.
Now that the yeast has been incorporated, it is time to add the very softened (but not melted) butter. Add the butter 1 TBSP at a time while mixing the dough. Scrape down sides as needed.
Start the kneading process, and knead until the dough is nice and stretchy. This kneading time varies depending on your mixer, wheat, and environment, it could take anywhere from 7-20 minutes. It is best to just go by touching your dough, and looking for a nice stretch. *note the dough will be quite tacky.
After the dough is nice and stretchy, spray the dough ball, and bowl with some nonstick oil.
Then, cover the bowl and allow the dough to rise until double. This should take somewhere between 1-2 hours.