It sounds such as you imported solely the xpub with out the data that identifies the place the xpub got here from. This data, often known as origin data, comprises 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 machine’s grasp key. Because the Coldcard can’t 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’ll attempt to derive the important thing with the derivation path contained within the PSBT.
The very best resolution is to import the xpub with the origin data. Nonetheless I’m not acquainted with BlueWallet so I can’t present directions for the way to try this.
You may as well attempt utilizing a special pockets software program that does import with the origin data or gives services to setup an current {hardware} pockets. I imagine Sparrow and Electrum are ready 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 machine, I might not advocate it as you then lose the advantages of utilizing a {hardware} pockets.
