It seems the USA has used balloons to spy in the past - news comment though.
Seems it's a zero pressure balloon. There are ways of controlling the height they float at so on the face of it a sky blue stealth balloon is not impossible. In fact it seems that they can also have some positive pressure, not much info. Plenty on converting rise and burst balloons to floaters.
Steerable though. Maybe by varying height but I doubt if there is any other way. Try sailing a yacht without a keel and resistance side movement due to the boat.