One of the advantages of having done an inner city internship is that, when presented with this lady on Grand Rounds, I not only knew what it was, but guessed the right caliber (.38 special). The blue is from the powder tattooing the skin, with the Tyndall Effect accounting for the bluish color. I forget the exact details, but this lady was shot at close range with a .38 caliber handgun and somehow lived to tell the tale.
While at Penn, I had several GSWs I had to deal with, one of which was a shotgun blast which soaked up 47 units of blood before the patient expired.
The reason for giving you such an obscure presentation is not to frustrate you, but to give you a puzzle with very little information. It's a good exercise, even if you don't get it right (nobody got this one) because all we are, in reality, is visual detectives. Modern day Sherlock Holmeses, if you will.