Blue axolotls (dark blue, not aqua) should only be able to exist by breeding two axolotls (source). This is also how it works in Bedrock Edition. However, in Java Edition, when an axolotl spawns naturally in the world, it will have a 1/1200 chance of being a blue axolotl.

To reproduce

1. Create a new flatland world with the preset

   minecraft:bedrock,minecraft:stone,10*minecraft:water,10*minecraft:air,minecraft:stone;minecraft:plains
   

2. Place a repeating command block with the command

   /execute unless entity @e[type=axolotl,limit=1,nbt={Variant:4}] run kill @e[type=!player]
   

3. For good measure, place a second command block run every tick with the command

   /execute if entity @e[type=axolotl,limit=1,nbt={Variant:4}] run say axolotl found!
   

4. Wait a while
   → Eventually, a blue axolotl will spawn, and the command block will output "axolotl found".