Neil said what I was going to say, but I'll elaborate a little bit.
Whatever colorant is in your underglaze (in the case of the blue, almost certainly some form of Cobalt) doesn't just stay on the surface of the clay when it's covered with a glaze and fired.
Cobalt especially is a very strong colorant, very volatile, and will be seeping off of the underglaze'd surface and into the liquid medium of the glaze when it is fired. So once it reaches melting temperatures, the cobalt that volatized into the glaze flows with the rest of the glaze.
This will happen whether you apply the underglaze at leather-hard or bisque. The colorant will still seep into the glaze and it will still run.
Your best option is going to be a glaze that doesn't flow so much, like the Zinc free one discussed above.
But just doing some mental comparisons, way more feldspathic components than clays. It will definitely tend to settle/pan out.
From what I've read & the few glazes I've made, adding about something bentonite will help. 4-5% is a good starting point. It's better to mix it in with some dry components to avoid clumping, but if you can't then mixing it with water is definitely the way to go.
John Britt has a great Youtube on this that is posted around here pretty frequently:
It addresses the use of bentonite, and the issue of glazes that take a long time to dry.