I have never seen "blue" xenia that is actually blue.
It does exist, and other xeniids (efflatournaria, cespitularia and heteroxenia) have blue morphs, but I have never seen one in person.
What I have most often seen listed as blue xenia is a creeping xeniid that I could not positively identify as xenia or anthelia. It is usually brown or reddish brown, and does not pulse.
I have also seen what some folks call "bali" xenia listed as silver tip or blue xenia. Again, never anything close to blue.
Good luck, and if it is really xenia and really blue, I want some!
Adam