In short, no. Twitter Blue doesn’t offer feature of unsending direct messages.
While Twitter Blue offers more functionalities, like more characters per tweet, possibility of uploading videos up to 8GB of size, tweet editing option, tweet undo posting option, it does not offer possibility to edit or unsend messages from Twitter Direct.
It used to do though, there’s still a live post from Twitter Help Team from 2012. about how to unsend message. Somewhere in between twitter decided to kill of that feature
