Tetras and mollys can't crossbreed, its simply imposible as they have completely different ways of breeding, they don't have the right "bits" to crossbreed with each other- tetras like neons are egg layers and are difficult fish to breed, while fish like mollys and guppys are livebearers (i.e. they give birth to live young instead of eggs).
My guess would be that the fry is a guppy fry, as blue is not an uncommon colour in guppys. Female ivebearers like mollys and guppys can store sperm in them for up to 7 pregnancys, considering that most petshop bought guppys and mollys are already pregnant or have recently mated with a male when you buy them, its likely that simply one of your female guppys had contact with a male guppy that had genes that caused blue finnage and got pregnant by him.
One thing i would warn you is not to let your own guppys and molly inbreed with each other- mollys and guppys will mate with their brothers/mothers/sisters/fathers if kept in the same tank together, and inbreeding in such fish has done much to weaken fish like guppys and mollys. Inbreeding in such fish can cause everything from weakened imune systems, stunted growth, deformities, infertility, slower/poorer growth, smaller and poorer/weaker batchs of fry, shortened life expectancies, abnormal behavior etc etc.
So its important to make sure you keep the gene pools of your guppys and mollys healthy and diverse and prevent inbreeding amoungst your fish, usually by rehoming or separating maturing fry from their siblings and parents so they can't inbreed with each other.
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