Blue Light is a Prince and the New Power Generation video included on the 3 Chains O’ Gold home video.
It was presumably shot at Paisley Park Studios in Chanhassen, Minnesota, USA, possibly in early 1993. Much of the video consists of Prince and Mayte caressing and teasing each other. Supposedly Tony M. shot footage for use in the video at the Glam Slam club of people dancing in February 1993, but no such footage is used in the video.
Interestingly the video as it was released on YouTube, Vevo and iTunes in 2017 is a previously unreleased version than runs over a minute and a half longer compared to how it was featured on the 3 Chains O’ Gold home video.