Hi @Miguelruiz, let me see if i can be of any help here.
As this is a forum for Xperia phones and tablets only, it is not possible to use your Xperia XA as a remote for your Blu Ray player as the phone lacks an IR-sensor, which as far as I know is the method of connectivity between Blu Ray players and remote controls in general.
However, as the Blu Ray player you mentioned is made by Sony Electronics (another Sony Department) I suggest that you check with them if it is possible to connect the phone to the Blu Ray player in other ways (Bluetooth, Wifi etc). For support regarding products made by Sony Electronics, please follow this link.
I hope that this gave you somewhat of an answer. If you have any other questions regarding your phone, feel free to ask! 
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