It's going to be hard to remove the stain unless you remove the floss first. If whatever you use removes the dye from where you DON'T want it, it will probably also remove the dye from where you DO want it, the floss itself. Was it all the blue floss, or just in one area? I have heard that cream of tartar will remove rust and dye stains from fabric. Never tried it though. Do a Google search to get more info.