The Cordon Bleu's are members of the Uraeginthus genus which also includes the Grenadiers. All of these birds are of African origin. 

The Queensland Finch Society article Blue-breasted Cordon Bleu Waxbill is an excellent treatment of the Blue-breasted Cordon Bleus and notes that this species "was  available in Australia up to the late 1980's."

The Blue Waxbill  - Uraeginthus angolensis by  "Naturalia.org" - Zoo in The Wild