As a last resort, you could try unplugging the 4pin wire and try reseating it.
This may prove to be a waste of time. I make the suggestion because I have had 2pin jumpers crack inside and not make proper contact.
When you pull it, DO NOT pull the wire portion but rather use your fingernails on either side of the white connector...(fin like in appearance)
It could also be the wire is broken inside its jacket or broken off at the solder end at the fan circuit board. It would require you taking apart the fan and doing a visual inspection and continuity test of the blue wire.