replace it . that discolouring looks like that it has been tracking over
the base .
If the cap is getting hot maybe due to over voltage or high ripple due
to
Another Fault . As its on a power supply check the bridge rectifier it
could be failing . There are many reason a cap fails and the ESR can
show good but if leaky it will fail as the cap is loaded .
Cap's in short can show good have a fairly close Uf rating but it will
depend on the Manufacturing quality .
If you have removed a cap from a board and its a few years old replace it.
Depending on the age of these I would also check for a reason and other components that are loading the cap.
The Blue cap as you say looks like a high ripple cap
YXF for secondary filtration in power circuit, aiming at small size, high ripple-resistance, low impedance .
You should also check the big 400v caps these are more likely to be your problem .
RNS