Green’s Dictionary of Slang

anything wholly unexpected. usu. unpleasant.

1877		Morpeth Herald 10 Feb. 4/2: The upset of midhat Pacha has fallen on us like a bolt from the blue.
1889		Chelmsford Chron. 8 Nov. 5/2: ‘A Bolt From the Blue’ Parsonical thunders no longer affright [etc.].
1892		Dorking & Leatherhead Advertiser 17 sept. 6/2: [headline] The olt From the Blue. Alterations needed at the Dorking Sewage Disposal Works.
1905		Sporting Times 22 Apr. 1/1: The viva voce examination was on ‘general knowledge,’ and the examiner asked the little girl what does ‘a bolt from the blue’ mean.