The record seems to at the 16th box in Nick D's game, with the record in active play seems to be at the 17th box in James's game.

Are there any other examples of all the blues gone at or before the Offer of Five?

Only Nick has had an all-red "squashdown" (i.e. all the last six boxes being red), but Brenda, David, James, Gary and Julia all had all-red final fives. All of them were still playing except Brenda.