Where is the pydata BLAZE project heading?

I can give some part of the picture, although others were more involved. Blaze was both an umbrella project for incubating data-engineering ideas into released oss packages, and a package itself focussing on symbolic manipulations of data-frames and translating these into various backend execution engines, particularly database services. Critically, Blaze wanted to be the (start of a) solution for a very broad range of problems! In particular, the translation layer became very large and hard to maintain and by trying to cater to all, limited the range of operations that the symbolic layer could offer.

In terms of an umbrella project, Blaze was a success. Many ideas that started in Blaze percolated into the ecosystem. Probably the most prominent single project to come out of Blaze is Dask, which, while originally planned as an execution layer for Blaze, implements an even larger API of data-frame operations, as well as other high-level collections and arbitrary graph manipulation. Even fully symbolic optimisations exist in Dask, though this is perhaps not as complete. Other Anaconda-stable projects such as numba and bokeh were influenced by the Blaze effort, but I'll not talk about them here.

As far as datashape/dynd go, this is a somewhat crowded space with many other related projects (xnd, uarray, etc) and ideas that can be loosely thought of as "numpy 2" (i.e., more comprehensive, flexible representation of complex data layouts and their description). This has not really been adopted by the community yet, almost everything uses numpy's type system (notable exception of what arrow does internally).

Finally, for data formats and Odo, I encourage you to consider Intake, which can be seem as a successor, which can offer much more functionality such as data source cataloging, and it does this by limiting the scope of operation to read-side. The big web of interactions that is Odo was also a many-to-many problem that became hard to maintain, and by keeping things simpler, Intake is hoping to become the de-facto layer over data loading libraries and the main way to describe location, description and parametrisation of data. Odo is not dead, though, so if file conversion is exactly what you need, you can still use it.