Blue appeared in New Mutants Annual #6, part of the Days of Future Present Annual event.
In the future the NM's visit, they come across a new, future team of New Mutants, whose membership includes Phoenix, (Rachel Summers), Scrapper (Franklin Richards), Magus (Doug Ramsey as a half insane half-technarch being) and two unknowns called Blaze and Blue. Blue is female, flies, teleports (With a "PAMF!" sound), has dark blue skin and long, flowing dark blue hair (much like Meggans). Her parentage is not specified, but Daddy is clearly Nightcrawler, and based on her other powers, Meggan seems a better bet than anyone.
Just before posting, I did a quick check, and it would seem the current consensus from Marvel is that her mother was actually Amanda Sefton, but at the time, Kurt wasn't dating Amanda, was close to Meggan and her powers seem to have no link to Amanda, I'm still going with the theory the original intent was that she was Kurt and Meggan's.