Tanya--your cats sound adorable--I think so far, they are doing well
(they are tolerating each other enough to get close--that's a good
sign).  I've got 3 cats--Bart, and 11 year old tabby who adopted us 7
years ago, Stitch, a 3 1/2 year old male black cat who I adopted from a
co-worker 2 years ago--and Lilo--female black cat who we adopted from
PetSmart last year (she is about 2 years old).

Lilo and Stitch, the 2 young ones, get along famously--they play and
groom each other all the time.  Bart, the 11 year old is like Blue--he
(usually) feels he is too sophisticated for his siblings--and would
rather be around people.  However, every once in awhile, he will play,
and the 3 will chase each other through our apt.  He just has let it
known that he will not put up with too much foolish BS from L&S.

I'd say, if your cats are not all out fighting, just give it time--Blue
will warm up a little--although he may (like Bart), continue to make it
a point of showing Kayos who the head cat in charge is.

Give both of them lots and lots of love, to alleviate any jealousy.

Regards--r3