I thought the EXACT same thing when I saw these pictures. Didnt think it was possible to get a Blue from two Blacks bred together, wether or not those birds came from Blue, one parent would have to be Blue in order to end up with Blue. Not to mention you made an excellent point, she isnt just a Blue color, she is an even colored Self Blue throughout. Maybe breed this bird with the cockerel you said you got and see what you get, if they are all the same color like this then they are Self Blue, if you get Splash and Blue then you know its just a random genetic thing that you got what you did. Regardless she is a nice bird, I really like her cushion!
~Casey