Blue Thryssa Transformation is Baam's unique transformation that only available to Baam because of the Blue Thryssa inside him combined with the Canine Transformation power he received from Baylord Doom. Baam is the only person known to have this transformation. After drawing out the Blue Shield, Baam's blue horn became solid and larger.
To prevent himself to rely on others, Baam needed a way to defend himself from Kallavan's attacks just like Karaka's Armor Suit. As an extremely talented individual, Baam easily draws out a Blue Shield using the power of the Blue Thryssa Transformation.