What address type did you get from BlueWallet as receive address where you sent coins to (1..., 3... or bc1...)?
Sparrow looks different, they start with bc1. It may be because of the current derivation path (m/84'/0'/0') which I've messed with a bit, don't really understand the derivation path but I do understand it's important.
The next address on the Ledger ALSO starts with bc1, and is identical to the one in Sparrow. Neither Sparrow or Ledger find the transaction. Hmm...
Now it gets a bit confusing. You say Electrum and BlueWallet have same receive adress, but it's not a native segwit type starting with bc1. This is how I understand what you wrote, correct me if I'm wrong. Addresses in Ledger Live are bc1?
I don't use Ledger crap and Ledger Live isn't the finest piece of software engineering. Can you switch address type in Ledger Live to match receive address type used with BlueWallet? Does then the transaction show up?
OK, so all xpubs match and likely are the same as your Ledger hardware would communicate to a software wallet if you'd connect it to a wallet. I assume you screwed up with the address type and/or derivation path.