I think the macro below will do what you want. The macro creates a new
document and uses Find to get all dark blue text strings and inserts each
string into the new document. Two paragraph marks are added after each string
in order to make sure they are properly separated (since I don’t know how
your document is formatted).

See this article if you need help on installing macros:
http://www.gmayor.com/installing_macro.htm

Sub ExtractBlueTextToNewDocument()

   Dim oDoc As Document
   Dim oNewDoc As Document
   Dim oBlueRange As Range
   Dim n As Long
   
   Set oDoc = ActiveDocument
   'Create document to be used for extraction of blue text
   Set oNewDoc = Documents.Add
   
   oDoc.Activate
   Selection.HomeKey (wdStory)
   With Selection.Find
       .ClearFormatting
       .Text = ""
       .Font.Color = wdColorDarkBlue
       .Forward = True
       .Wrap = wdFindStop
       Do While .Execute
           Set oBlueRange = Selection.Range
           'Insert selected text in oNewDoc - end with 2 paragraph marks
           oNewDoc.Content.InsertAfter oBlueRange.Text & vbCr & vbCr
           'Count how many text strings found
           n = n + 1
       Loop
   End With
   
   'Activate the new document
   oNewDoc.Activate
   
   'Clean up
   Set oDoc = Nothing
   Set oNewDoc = Nothing
   Set oBlueRange = Nothing
   Selection.Find.ClearFormatting
   
   'Finished - show message
   MsgBox "Finished extracting " & n & " blue text strings to new document."
   
End Sub