The rule for breeding roans was created early in 2014 (Februrary I believe if I remember correctly but I can go hunting if you guys want me to find the exact date). Calypso was created back in August of 2013, so if she is classified as a roan when she was created then she is a roan no matter what her parent combination is. Horsy told us that if they were roan from their breeding before the rule then they are a roan now as we are not changing old designs/classifications, just that it would affect new equids. So Calypso is a roan by that definition however all of her foals must follow the roan rule (ie. to be a roan there has to be a roan stallion, which Dragon is).
Hope that helps end this but this boy is a blue roan as both of his parents are roan. Trust me guys, if I thought there was a problem with the foal being roan I would have dealt with it. I think I know what I am doing after over a year of doing breedings for the equids... Kinda hurt you would question that.