A swirling ethanol spray flame in conditions close to blow-off has been simulated using Large Eddy Simulation (LES) and the Conditional Moment Closure (CMC) combustion model aiming to further validate the capability of the LES/CMC approach to capture local extinctions in turbulent spray flames. A detailed chemical mechanism was used and a transport equation of the mixture fraction sub-grid variance, with spray interaction terms included, was solved. Numerical results are in good agreement with the experiment in terms of both instantaneous and mean flame shape and droplet velocity and size. Local extinctions were detected in the region around the bluff- body, resulting in a fluctuating lift-off of the flame there, and the probability density function of the lift-off height was in very good agreement with the experiment, suggesting that the degree of local extinction is captured quantitatively. Analysis of the CMC equation suggested that local extinction was influenced by both transport in physical space and high scalar dissipation rate. The modelling of the latter needs development in areas where the spray evaporation is strong enough to increase significantly the sub-grid mixture fraction fluctuations and their small-scale gradients, possibly leading to deviations from the present usual approach of relating the sub-grid scalar dissipation to the sub-grid mixture fraction variance.