Just because the colors match doesnt mean its wiring correctly. Anyone can wire a red wire ANYWHERE. What matters is that the constant hot wire goes to the right place on the timer, and the switch leg, or wire going to the light goes to the right place on the timer. Use electrical meters to determin which is which. Im guessing black is constant hot and blue it to the light? Also make sure you wire the timer/dimmer/sensor up with the power OFF. If not you may have fried the circuitry in the timer.
That said, you may very well have wired the timer correctly. But you may have the wrong light bulb in place. Electronic timers, dimmers, and sensors mostly work with incandescent bulbs. If you have a flourescent or LED bulb, it may not work. Check to see if the timer is compatible with the lamp, THEN check to see if the lamp is compatible with the timer!
Example: some flourescents and LEDs are dimmable. But that doesnt mean they work with every dimmer. And even if they are dimmable it doesnt mean the work with other electronic switching devices like timers, motions sensors, programable light controls etc.
Basically an LED and flourescent lamp uses electronics to alter the electricty to make it suiitable for the new technology, The problem occurs when the electronic timer or device ALSO alters this same electicity and the two do not mix well. You can get two electronics messing each other up.
Electrician San Diego, CA