Huggies haven't worked for us. J has a top that does this, or she did have one. A friend said to try Huggies but they didn't do anything special. If the things you have tried have not removed it, I bet your skin is dyed and the top layer of skin cells will have to be shed to get rid of the color.
I would try a sugar scrub each day until it is gone. It will be esp good for the dry itchy skin and it will take off the layers of skin that are dyed blue. It is exfoliation, but gentle and it will help protect your skin.
Mix granulated sugar with whatever oil you like until you have a paste consistency. You don't want to be too runny or too dry but I just eyeball it so I cannot give measurements. You can add a drop or 2 of essential oil if you want. I have used almond, walnut, grapeseed, and even canola oil with this in the past. If you don't have granulated sugar, you can use brown or demerara (sugar in the raw) sugar. I would mix up a container with at least a cup of sugar to start.
when you get into the shower, take a small handful of the scrub and rub it into your skin. keep rubbing it all over until you are covered and feel you are done. Rinse off. If you want, you can then wash with soap as usual or some people stop after rinsing the scrub off. I wash because I don't like the oil residue on my towels or too much on my skin.
To get the dye off, you may want to wash your hair first so that the water can soften up the outer layers to make it easier to exfoliate them.
I hope it helps.