Instead of forwarding/masking, change the two DNS nameservers on your domain record to the Blue Host nameservers. Blue Host should provide you with those nameservers.
Then login to your GoDaddy account and update your domain's nameservers with the custom namesevers from Blue Host.
Two basic things are required for a domain to display a website.
1. The domain has to be added to the hosting account the website is on.
2. The domain DNS has to have the nameservers in place provided by the web host.
If both are in place your site should display. If not either the change is still propagating or one of the above is not in place.
If both are in place and you still don't see your site, you'll need to talk to Blue Host to confirm the nameservers you put in place and ask if there is anything else you need to do.