Hoo, boy! This could get nutsy!
Did the breeder also tell you that the blue is unshowable as well? I know there are people working on it, but to the best of my knowledge, blue still isn't a recognized color (I may be working with old data; that situation may have changed).
Steel is a weird color. The classic steel is Agouti-patterned, and looks like an extra-dark chestnut. The thing is, steel has a wide variety of ways it can be expressed. The critical combination is A_EsE (that's Agouti plus one copy of steel, and one copy of normal extension); that is your typical steel-colored rabbit. The problem is, you can get the steel gene in other combinations that don't look anything like a steel, and never know it's there. For example, I bred a NZW to a pedigreed Harlequin, and got solid black babies. Some of them developed a little bit of steel-type ticking as they got older, but none of them looked like a classic steel. Because the doe was a REW, I can't be sure what most of the other genes they got from her would have been, but I know beyond reasonable doubt that they got Agouti (A) and Harlequin (ej) from their sire. Obviously, they got steel from the the NZW - that's the only possible source; they would have to have been chestnuts otherwise.
A solid black NZ could have two self genes (aa), or it could have agouti (A) and one of the funky steel combinations going on in the E series. Even your blue buck might have self, or he might have Agouti and either two steel genes (EsEs) or a steel gene and a non-extension (Ese). As CBL said, pedigrees would go a long way toward narrowing down what genes these rabbits are likely to have.
Without further information, of all the colors New Zealands are known to throw, about the only thing we can definitely rule out is Broken.