The blue icons are what your phone is currently using for data... i.e. When you're on wifi, your wifi icon should turn blue and the 3G/4G one will go white. If you switch off wifi that icon will disappear, and after a few seconds when your phone connects to the network for data the 3G/4G icon should turn blue. Perhaps there was some kind of bug if you say they were all blue at the same time for an extended period. Anyway, that's how its supposed to work.
Yesterday, my wifi, 3G, and signal bars were blue. Today, wifi is blue, and 3G and signal bars are white. Any significance to this?
There seems to be some sort of bug with it that I found when researching my same issue. Basically when my Wifi turns on, whatever state the 3G icon was in gets stuck that way. So if its blue it stay blue. If it has the up arrow lit up it stays that way. If they are both lit it also stays that way. Even though nothing is actually being transferred over 3G. I want to say it was being fixed in the November update, but I can't remember if that's correct.
I noticed today that there seems to be a variable with the 4G/LTE icon. Mostly on wifi, it's ALL white. Sometimes the lettering is blue with bars white (assume not active), other times all blue (working?? even with the wifi on). Strange.