The most surprising blue thing I’ve photographed is the patches of blue on a leafhopper. These are symmetrical, so I imagine they’re a natural variation.
Like @ra_teo, I’ve found a blue snail (Oxychilus sp.)
and blue flies (Calliphoridae).
I also have a blue orchard bee (Osmia lignaria)
and a very pretty blue wasp.
Though I don’t have an observation of my own, I hope someone will share an invertebrate iridovirus.