The blood that is formed in the baby, does it come from the fathers X or Y or the women's egg?

It comes from both, and neither. Normal cells in the human body have two sets of chromosomes (23 pairs), but sperm and egg cells each have only one from each pair of chromosome. When the two come together and the egg is fertilized, the two halves are combined to produce a new unique cell that is a combination of mother and father. That cell divides, migrates, and differentiates - so every cell in a baby comes from that original single cell, blood cells included.

Your question is worded strangely. It sounds as if you are asking where the physical mass of blood actually comes from. If that is the question, then the answer is that it, like all the rest of the mass of the baby, originates as food the mother eats.

Incidentally, most of the genes that code for blood aren't even on the sex chromosomes, they're on the autosomes. I can only think of one blood gene that isn't autosomal, and it's on the X chromosome (there's nothing vital on the Y chromosome).

It comes from both. It will be one of four combinations of the blood types of the parents.

Such as if the mother is AO and the father is AB

....A --- B

A AA AB

O OA OB

It will be one of those four.

It comes from both the father's and the mother's NORMAL chromosomes. Not the sex chromosomes. The ABO blood type is determined by a gene on the 9th chromosome (thanks google).