I don't recall having bleeding with the thrombosed hemmies, but because it was so long ago, I'm not sure.
I was first diagnosed with a hemmorhoid by my family doctor, who thought that it should be excised and referred me to a CRS. He took a look and said that it was too late for that (needs to be done in the first 48 - 72 hours), and that my pain would get much worse over the coming days, but would resolve on its own over about 14. I left his office wondering what he had meant, and how he knew that things would get really nasty, but boy was he right! I actually wanted to die because the pain became so extreme, and went to emerg where they gave me three separate shots of demerol into my butt cheek. That did absolutely nothing for my pain, and I just had to live through the remainder of the episode. The only thing that provided any comfort at all, was a
burning hot bath, so I stayed in the tub for about 4 days straight.
I'm providing a link to excising thrombosed roids, and you can see that the blue colour you're describing, might certainly indicate a thrombosed hemmorhoid.
http://emedicine.medscape.com/article/81039-overviewPlease
DO NOT be frightened by the experience that I had back in 1992 though (followed by equally nasty acutely thrombosed hemmorhoids in both 1996 and 2011) because most people with thrombosed hemmorhoids only experience minimal pain. The first two episodes happened not too long after my children were born (one episode was actually only days after my Caesarian section), so could also have been a result of the weight of the pregnancies on the anal area.
And don't forget that you should
not have hot baths while you're pregnant. I don't know what other treatments you can try, but it might be a good idea to consult your doctor. At least they'd know what would be safe to use while you're pregnant, and if you visit them in person, they may also be able to give you an accurate diagnosis.