I pulled the light assy down and did see the blue and black coming from the chain switch. I did a ohms test and the switch is fine.
Any other suggestions?

Swict is fine but is it getting power to the feed side/incoming? Is this controlled only by pull chains or is there a remote and/or wall switch?

There is a wall switch as well and its on. I am going to check and make sure I have continuity through the switch as well... I thought about that the other day too!