not bad

Right, serious review time here, first and biggest issue would be the pacing. After a few watches, I realised you were probably trying to time it with the music track, but some shots seemed to hold for an uncomfortable amount of time, an example being the wide shot of Blue in front of the tree, it sort of ruins the flow to the story, especially a simple one like this which could be over in 30 seconds, rather than 50.
Other peeve of mine would be the differences in style, I know you're still experimenting with this style, so there's bound to be flaws, but the focus from the drawing style seems a lot more aimed towards the backgrounds than Blue himself, the backgrounds have a solid looking feel to them, while Blue (see the first shot) seems very stringy and loose, especially for a robot character.

And now for the good points, I think you introduced the AI idea well, although it makes it look as if Blue is in control of it, and outside of this video you've mentioned it more as an involuntary thing, making it look like Blue just has a short temper. I'd suggest looking up Zeurel's character "Spoiler" who is a split personality robot for reference to help develop the character further.
Also, I really liked the timing on the missile, I've noticed you seem to animate simple things a lot better, such as your stickman jump, where you put more focus into the physics, but when it comes to the actua detailed stuff, you seem to worry too much about the drawing, and the animation doesn't look as fluid, maybe make sure you're fully familiar with how Blue works by doing a few test clips like runs, jumps, interactions, etc. Also a character sheet for the 100% final design would be a good idea!

Anyway, been trying this review too long, just thought I'd give my pointers seeing as I've seen you develop this idea!