I have found this reference to blue skin in ferrets
A ferret’s skin is not always pinkish-grey. One common shock to ferret owners is when the skin appears to be blue or purple. In most cases, this is not bruising; in ferrets with darker fur, it is often a sign of new hair growth. During coat changes in spring and fall, the skin may appear blue immediately before the new coat emerges. Blue or purple skin is most apparent in ferrets who have lost their hair due to disease or surgery. Don’t worry, new fur will appear in a few days!