What bug has black-blue wings with a black body?

Answer 1

The black and blue hairy flower wasp (Scolia soror) and the great black wasp (Sphex pensylvanicus) are bugs that have black bodies and black-blue wings. The steel-blue aphid- and cricket-hunting wasp (Chlorion gerarium) gives black-and-blue impressions that cautiously closer inspection proves to be more black of wings and blue of body. The three insects will be found respectively in Australia (case 1) and North America (examples 2, 3).

Answer 2

The bug you are describing might be a species of dragonfly. Dragonflies have transparent black-blue wings and slender black bodies. They are known for their agile flying abilities near water bodies.