What can a flashing blue light (without siren) mean?

A flashing blue light without a siren usually means the vehicle is on duty and may need special attention—such as providing a clear path. It can also serve as an advance warning for an approaching or ongoing closed convoy, so you should stay alert and be ready to react accordingly. However, the blue light without a siren can still require your cooperation; it is not meaningless. This is why both answer 1 (you should give way) and answer 2 (advance warning of a closed convoy) are correct. Being aware of these meanings helps you respond properly to emergency and special vehicles in traffic.