My first question is to ask if it was near any sunshine or light? Sometimes even the heat from the sun coming through a window can set the blue pen. I have a friend who sat her applique in a hot car once and set every blue mark she had. I learned from her and have always tried to be super careful.
When you soaked it in water, did you soak it in super cold water? I know that seems to make a big difference for me. If I use it on a quilt, I either soak it in the sink (if it's a table runner or small size) or in the wash machine. I use cold water and then add some ice to it to make the water super cold. This has always served me well and is a trick I picked up when just regular water wouldn't wash out the markings for me. Maybe this will help you. I sure hope so!
It is very sweet of you to make the little girl a quilt. I'm sure she will love it, even if the markings don't come out.