With the chalks, you need to set it with something. You can use your blender pen to pick up the chalk color and color with it. I personally don't like that effect very much. You can also use versamark. I don't use chalks much, so hopefully someone who does will comment.
With regards to the colored pencils, I have that problem too. With my cheap watercolor pencils (non-su) some colors just won't blend well. But courtesy of a library book on watercolor pencils, I did learn that I needed to put down a lot more color than I was. If I colored the image in more, I could get the effect I wanted with the blender pens. If you haven't already, you might also try using watercolor paper. I've found the colors seem to blend and pull a lot better on that.
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