Exactly the same happened to me. Was some bad timing, as I sent Blur right before the website went down for maintenance. I even received the e-mail notification for the deposit but when the site came back up my balance was still zero. I have an open ticket with support and they've asked for the txid. We'll see how it goes. I guess it's a good way to test whether the exchange is legit now that the $ values are still small.

Edit: Support resolved the issue. You should probably contact them too.