have you considered oven cleaner or drano for removing the anodizing? It would help in the little grooves and pits that you're missing with the sandpaper.
I have been using oven cleaner, but the trouble is in the UK consumers can only lay their hands on pretty weak stuff, mainly foam sprays - cant buy the super strength gel or liquid based stuff like Greased Lightning that you can get in the States. I've trawled the web and ebay, and to import a bottle of the good stuff would cost a small fortune, so I'll have to resort to maybe a wire wheel attachment on my dremel and see it that does anything to shift the last few pockets of blue. Doesnt bother me that much, but it does look a little unsightly for sure.
Even brass wire wheels on the dremel leave pretty deep lines that then need to be sanded.
If you can't get the chemicals to do it for you sanding, IMO, is the best way to go. You were going to sand them anyway, just use your roughest grit on the blue spots.
I screwed up a few too many peices with the wire wheel
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It's "Dr. _paralyzed_" actually. Not like with a PhD, but Doctor like in Dr. Pepper.