I'm almost 100% that the guy's name is supposed to be Bier Wurst, a traditionally German type of sausage. Which is still just as much of an utter nonsense name.
I mean, Blue is sus since the beginning due to the exact reason Touma said, but I've never guessed that
it was because he killed Rouge.
Anyway, what's up with the author's foreign naming sense? A German named Blue? It's like he purposely left some meta clue: Blue and Rouge, they both have names with color in them, while the other two don't.