Have changed over bathroom fan, new one only has 2 connections old one had red yellow and blue, switch outside has red at top yellow at bottom and blue in separate connector block with others, new fan asks only for live and neutral, which wire should go where?

How about starting with the model and mfg of the fan?
Then tell us exactly what wire you have at the ceiling.

If all you have is a fan then before you obviously had much more, like a light and possibly heat.