In general, the blue thermostat wires should remain blue to the furnace. That is, even Argosy, which did a lot of things strangely, didn't change wire colors in the wall. Now, from your post, it is not clear that you checked the color of the wires at the back of the thermostat. Did you?
You could put an ohm meter on the wires and then turn the thermostat up until it clicks, and see if the resistance on the wires decreases to near zero. That would confirm the pair for the thermostat.