That blue is showing you your blocked up shadows, see how your histogram is piled up on the left? on the histogram top left corner click the arrow to toggle the warning on and off, same on the other end for highlights.
Clipping means one or more of the RGB color channels is maxed out at 255.
Blue means clipping on the left side of the histogram. (also known as blocked shadows)
Red means clipping on the right side of the histogram. (also known as blown highlights)