brown and blue bird on brown wooden bird house

I was sitting at my patio table on my deck with my camera focused on the bird house. It was in video mode. The female first landed on a feeder hanger behind where I was sitting then flew to the bird house. There were four little babies in the nest. The female was a really good mother and the male was a good father. He fed the babies too but seemed to be absent for a while then returned. I don't know what that insect is but it's gross.