I would like to put frozen, thawed blueberries inside a red velvet cake roll filled with cream cheese icing. I am concerned that the blueberries may "bleed" or just look a mess instead of having the red white and blue look I am hoping for. Has anyone ever tried anything like this?
Yes, the blueberries will bleed, and, what's even more non-4th-ish, they will make purple or lavender stains instead of blue.
If you are serving the roll rather quickly after assembly, consider thickening the pureed blueberries seperately with some corn starch or pudding mix. Then you can make a blue-and-white filling inside the red roll. The blueberries must be boiled and cooled again, obviously, because they would otherways melt your cream cheese icing. Aim for a "spreadable pudding when cool" consistency of the berries, ideally the same consistency as the cream cheese filling.
You can layer both fillings atop each other, but the risk of them mixing when rolling the log is high. I suggest piping alternating blue and white stripes parallel to the edge where you hold it / future long axis of the log and rolling very, very carefully. This should result in a blue/white pattern when you slice the log (wipe the blade often!).
The longer you store your log, the more colour will leach into the white, but a few hours should be ok. Chill thoroughly.
A partial answer because you probably need one soon, else I'd have left it for somebody with more blueberry experience to answer.
I am not 100% sure what will happen, but there is a high likelihood that it won't create a red-white-blue effect. Blueberries are red on the inside, not blue. Their skin looks blueish because it's very dark and because of the wax on it. Frozen blueberries certainly won't remain whole, they burst on thawing like any other fruit. So you are likely to end up with lots of red-violet smears in the filling. You can try it yourself in case that my forecast is wrong, as I haven't done it myself - just use a small portion of berries mixed in a small cup of yogurt, hold them in a warmish place, and see what the result looks like after thawing. The berries are likely to look similarly when mixed into a cream cheese filling.
If it doesn't work, there aren't many easily used blue foods to substitute. If you need something quick, better try blue candy, e.g. fishing out the blue Smarties from a pack, or those blue Haribo worms.