Likewise, Azuregos' tenure as guardian of the ruins of Eldarath in Azshara dates back to before the War of the Shifting Sands. He may well have been guarding those ruins since the Sundering itself. (He's listed as having been at his task for 'countless generations') Azuregos is a quirky dragon even for a blue, and when Malygos managed to rouse himself from his insanity long enough to entrust him with a fragment of the Scepter of the Shifting Sands, he only waited a few hundred years before entrusting it to a gigantic magic fish.
Following the events at Grim Batol, the black dragons were scattered and demoralized and the blues were on the ascendancy, ready for some payback against the dragons that had nearly wiped them out. The stronghold of Mazthoril began getting itself onto a war footing under Haleh, the Matron Protectorate and the dragonkin General Cobaltann. However, blues didn't participate in the Third War against the Burning Legion until after it was over, only stationing forces in the Mount Hyjal area (perhaps from Mazthoril) after the destruction of Nordrassil. It's likely that Malygos, despite his seeming lucidity following Deathwing's defeat at Grim Batol, was still too insane to really react to the Legion.
Sapphiron, one of Malygos' oldest servitors (and possibly another of his children) showed up in the aftermath of the Third War as Arthas Menethil and Anub'Arak invaded his lair in an attempt to kill him and steal his hoard, an attempt that ultimately succeeded. Not content with the murder and theft, Arthas desecrated the dragon's corpse and raised it from the dead as a Frostwyrm. While it's not directly stated that Sapphiron was a child of Malygos like Arygos, he was important enough to have a key to the Eye of Eternity on his person when he died, a key he retained after undeath.
Another blue dragon, Kalecgos, was also involved in the aftermath of the Third War in an indirect way, as his attempt to investigate the fate of the Sunwell after Arthas used it to raise Kel'Thuzad as a lich led to discovery that the human girl Anveena Teague was in fact the Sunwell itself in human form. Kalecgos, his intended mate Tyrygosa and a former paladin named Jorad Mace opposed the blood elf traitor Dar'Khan Drathir and in so doing restored to Anveena the knowledge of her true identity. For a time, the blue dragon and seeming human girl resided in Quel'Thalas, aiding in its restoration and potentially engaging in a relationship of some kind (as hinted by Anveena's 'Kalec, my love' as she gives up her pretense of being human and becomes fully the Sunwell at the end of the battle with Kil'Jaeden in the raid instance) which would mean that while Malygos considers himself the Aspect of Magic and its master, Kalecgos has actually made love to magic.
Yeah, you go ahead and think about that for a while.
As you might expect, the blues were heavily involved in the events of the Sunwell's restoration, from Kalecgos' possession by a demon of the Burning Legion to his fellow blue Madrigosa's destruction at the spike fists of Brutallus and her return as Felmyst. Kalecgos was also involved in the events of the formation of the Twilight Dragonflight, and his former 'intended' Tyrygosa spent time in Outland studying the nether dragons descended from black dragon eggs that were exposed to the energies of the Twisting Nether when Draenor became Outland. In fact, it was Tyri who brought her findings back to the Nexus and it is her work studying the nether dragons that supposedly 'cures' Malygos of his insanity once and for all.
This basically means that the Nexus War is Tyri's fault, but it's not like she could have seen that infusing Malygos with the essence of former black dragons who'd been exposed to an unthinkable magical catacysm might not be a good idea, now could she?