Add blueberries and sugar to a small pan and bring to a boil over medium high heat. Whisk cornstarch into warm water until dissolved, then add to the pan with the blueberries. Mix well and lower heat to medium low and simmer blueberries until juices are released and most of the berries have burst (you can help them along by pressing them against the sides of the pan with the back of a spoon). Set aside to cool.
Add yogurt and casein protein powder to a large bowl and mix with an electric hand mixer (or stand mixer) until smooth. Add remaining cheesecake ingredients and mix until smooth.
Add blueberry mixture on top of the yogurt mixture and gently fold in with a spatula, being careful not to overmix so you retain the "swirled" look.
Pour the yogurt and blueberry mixture into a loaf pan or other freezer safe container. Cover and freeze for 6-8 hours. Remove from freezer at least 30 minutes before serving so the yogurt can soften enough to scoop. The longer you leave it out (anywhere up to about 90 minutes), the creamier it will get!