It sounds such as you imported solely the xpub with out the knowledge that identifies the place the xpub got here from. This data, referred to as origin data, incorporates the fingerprint of the grasp key that derived your xpub, and the derivation path required to derive the xpub.
Coldcard refuses to signal saying “Failure. My XFP not concerned”.
This means that the PSBT is lacking the origin data wanted for the Coldcard to find out whether or not a key was derived from the system’s grasp key. For the reason that Coldcard can not retailer all keys that may be derived, it depends on the origin data being current and correct. It checks to see whether or not the given grasp key fingerprints (which it calls XFP) match its personal fingerprint, and in the event that they do, it would attempt to derive the important thing with the derivation path contained within the PSBT.
The absolute best answer is to import the xpub with the origin data. Nonetheless I’m not accustomed to BlueWallet so I can not present directions for a way to try this.
You can even attempt utilizing a special pockets software program that does import with the origin data or offers amenities to setup an current {hardware} pockets. I consider Sparrow and Electrum are in a position to try this.
Lastly, as you said in a remark, you may import the seed itself. Nonetheless as this places the seed in use on a sizzling system, I might not advocate it as you then lose the advantages of utilizing a {hardware} pockets.
