Blue hydrogen is made by stripping the hydrogen from fossil fuel hydrocarbons (chains of hydrogen and carbon, hence the name), and sequestering the carbon. It produces a fuel that contains enough chemical energy to be burned as fuel, but without the carbon atoms that would turn into greenhouse gases.
Most hydrogen currently produced though, is gray hydrogen (made from natural gas, but without sequestering the carbon, so that CO2 is emitted into the atmosphere).
Was this the first firework of the series? It looks really clean without any smoke, great capture.