User blog comment:Omega natsu2/Chapter 365: Fairy in the Jail!, Predictions./@comment-7418318-20131219163454/@comment-7418318-20131220163539

Also we saw their Headquaters, which is a building that clearly stands on the surface, since open skied could be seen above it. Despite their name, they aren't cave-dwellers.

Hm... so what does chapter 37 "Blue Bird", which in it's entirety is about Gray and Lyon training under Ur, have to do with a blue bird then, to give just one example?

Sure Mashima usually chooses his titles so they have meaning, but not always.