One of my 9 eggs under Jupiter was a bright blue color. It was missing a layer of shell and cracked about 15 days into his setting. I opened where it was cracked and was able to see the developing chick. Just a little pinky sized guy with big black eyes. :( . I could not tell if it was dead yet or not but it would have certainly died from infection anyway. Just 28 more days till hatch.
I always wondered which was true.. missing a layer of the shell or a few too many layers.. I think if I ever had a blue egg I would be tempted to blow it out and try carving it.. just to see what all was there.. I would worry way too much if I had a chick in there.. lol