In this talk I share recent results from comprehensive multi-messenger modeling of 32 BL Lac objects associated with IceCube alert events. Using a simulation framework developed at DESY and recently released as open-source software, we have built a robust physical framework that can simultaneously describe multi-wavelength blazar observations and IceCube point source data. I discuss the key new insights, open questions from the theory side, and the potential for addressing them with CTA and IceCube-Gen2.