although it doesn't explain who the blue guy is, this entry from Wookiepedia
does put to rest Vader and Anakin appearing as two seperate people in this instance, and that the third Jedi was called Halagad Ventor
Kharys, who was thirteen years old at the time, was witness to three Jedi warriors, General Obi-Wan Kenobi,Anakin Skywalker, and Halagad Ventor, who rescued the world from destruction.[3] To repay the Jedi, the clan'sPatriarch, Klarymére, <(MOST LIKELY THE BLUE GUY!!) swore eternal friendship and loyalty to their rescuers. Although nearly all S'kytri were prejudiced against "walkers," the S'kytri's derogatory term for those without wings,[4] Kharys became infatuated with Skywalker and his incredible talent in the Force, and Skywalker sensed the young S'kytri's own Force potential during an interaction with her. Although Skywalker tried to convince Kenobi to take Kharys with them, Kenobi and Ventor both agreed that she was much too old to take for training. However, before departing the world, Skywalker promised Kharys that he would find a way to have the young girl trained.[3]
- "Much later, one of the pupils returned. He told us that Obi-Wan and the Jedi were destroyed—by his hand—then, he invoked our oath and made Skye an Imperial satrapy, to be ruled in his name by Kharys, to whom he gave a portion of his knowledge and powers. That man was Darth Vader."
- ?Aragh[src]
Kharys, during her training under Darth Vader.
Years later, following the end of the Clone Wars and the transformation of Skywalker into the Dark Lord of the Sith, Darth Vader, Skywalker returned to Skye to fulfill his promise. Garbed in a dark mask and armor and no longer going by his former name, the S'kytri were unsure which of the former Jedi he really was. However, when Vader arrived at Kharys's home to take her as his pupil, the young woman knew Skywalker had come to fulfill his promise.[3]