I spent ages looking but can’t find a post on the Facebook group in the last couple of weeks asking a very similar question. Pretty sure it turned out there was a cable/connector missing for him, and the blue wire thing was obvious when he got the missing bit.
The steering wheel controls on mine were a bayonet connector to the stereo and an obvious connection to the cars electrics.
You might have already seen this thread? Some good stuff in here
https://forum.mx5oc.co.uk/t/bose-amp-with-new-head-unit-simple-question/112749