I'd call the blue part the
This usually contains electronics for sensor signal conversion, which converts the sensor (or probe) low level signal to a standard 4-20 mA signal.
The sensor (probe) is the metallic cylinder. And the
sensor head (containing the sensing element, membrane/coil) is usually located at the end surface of the sensor.
The part in your image is a Level Transmitter, https://www.aliexpress.com/i/32711941471.html
The silver bit is the transducer, and the blue bit is the transmitter/