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Looks like it could be the EGR switch plug with the outer part of the connector's shell broken off. The non-Cali cars didn't have EGR switches so it's a not used plug.
^Wow, that diagram has TONS of stuff wrong on it. Don't reference that!
If you search around, there are TONS of posts on the "what is this blue plug" - all 93's had that plug and only the California emissions cars had it hooked up. It's a very common question, up there with the mystery empty pipe in the rat's nest.
I'm 99% sure that's the EGR switch plug. Just leave it be, you're fine.