sp_BlitzFirst: blocking_session_id not displayed in list of session_ids
It's most likely that the blocking SPID is sleeping. If you run sp_BlitzFirst again, look in the second section down, and you may see warnings for sleeping sessions with open transactions. 

By default sp_BlitzWho filters out sleeping SPIDs. We did recently add a parameter to show them, but we haven't bubbled it up to sp_BlitzFirst yet. 

I'm on my phone so I can't post screen caps at the moment. Leave a comment if you need more information. 

Thanks!