I've seen several with blue tentacles. They were actually purple colored species (Goniopora tenuidens) that had changed to blue for some reason (temperature of bulbs?, elements in the water?, food?). One of the blue ones later turned into a rustic red color after it was moved into a different tank with different lighting (shown below in the first two pics).
Photographed under 14k 275w x 2 MH bulbs.
15k lighting. You would think that the 15k would be more blue than the 14k. It almost has a purple cast to it.
Purple G. tenuidens under 10k.
Purple G. tenuidens retracted
Do a google search for "Goniopora tenuidens". There is an article entitled "A purple-blue chromoprotein from Goniopora tenuidens belongs to the DsRed subfamily of GFP-like proteins". I don't understand the tech-lingo mumbo jumbo, so I don't know how it relates to the color shift seen in the coral above (if it even does at all), but it appears that it does

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One thing to remember is that the more the polyps and tentacles are retracted, the more intense the colors will appear. Unfortunately, if a goniopora sits around retracted all of the time, it is probably not very healthy or something is irritating it.