The Unity plugin isn't yet fully ported to NI mate 2. The tutorial you linked is for NI mate 1. The bunny config does not import in NI mate 2 properly for this reason.
The blue issue is part of the missing functionality in the old plugin. One of the few features that require action from our part is to figure out how to get the live feeds working in Unity as they are using an obsolete transfer mechanism.
The OSC data should still arrive in Unity as intended - the bunny config file doesn't change all that much in NI mate as pretty much all it does is change the bone names on the Skeleton Tracker page, as well as tunes a few of the skeleton coordinate multipliers.
Updating the Unity plugin has been on our TODO for a while now, but we've been tangled in a few other issues.