What is this affecting my peach and nectarine tree?
After spraying some copper, the spots turned a blue color.
Certified GKH Gardening Expert
That is a bacterial spot. A severe one, I might add.
This article will explain: https://www.gardeningknowhow.com/edible/fruits/peach/bacterial-spot-on-peach-trees.htm
There will be no treatment, though what you have done is accepted as one of the best things to attempt correction.
If pruning severely doesn't help for next Spring, then you may be looking at complete removal of the trees.
You may want to contact your local extension service, as this can spread to the area nearby, killing other trees elsewhere. They can help you to remedy the situation.
This link will help you to find the closest extension service to you: https://www.gardeningknowhow.com/extension-search