External Display is connected but only shows blue
There are a number of possible causes and related solutions, but let's start with the most obvious solution first.

Reset your PRAM/NVRAM

Older Macs had what's called Parameter RAM (PRAM), newer Macs use Non-Volatile Random-Access Memory (NVRAM). I suggest you reset this, here’s how:


Shut down your machine. Yes, a full shut down, not just logging out.
Press the power button and then press the commandoptionpr keys. You have to make sure you press these keys before the gray screen appears or it won’t work.
Hold those keys down until your Mac reboots again and you here the startup chime.
Let go of the keys and let your Mac reboot normally.


Note: When you log back in you may need to readjust some of your system preferences (e.g. mouse speed, time and date/timezone, etc).

Give this a go and report back with how you go.