Jones daughter coming out of the blue (5)
I believe the answer is:
inigo
'jones' is the definition.
(inigo jones)
'daughter coming out of the blue' is the wordplay.
'daughter' becomes 'd'.
'coming out of' suggests deleting specific letters.
'the blue' becomes 'indigo' (I've seen this before).
'indigo' with 'd' removed is 'INIGO'.
(Other definitions for inigo that I've seen before include "-- Jones, C16-17 English architect" , "one of the Joneses" , "Man" , "Jones the (C17) architect" , "___ Jones, English architect and stage designer" .)