The EDP and the extrait of Mitsouko smell a bit different than the EDT. They also (especially the extrait) are much longer lasting than the EDT. There are many threads on the scent differences between the various Mitsouko formulations.
L'heure Bleu is a bit of a different genre than Mitsouko. Where Mitsouko is a Chypre/Fruity scent, L'heure Bleu is an Floral/Amberic scent.
I find that the EDT of L'heure Bleu stays truer to its EDP and extrait than Mitsouko does, but has similar longevity issues to the EDT of Mitsouko. Hope that helps a bit.