Try using this filter to fully modify the link and it’s text:
apply_filters( 'cancel_comment_reply_link', $formatted_link, $link, $text );
You can modify the proper value depending on your needs. You might also be able to use a preg_replace() to modify the link and add your /blog/ value to it.
To remove the link entirely, use:
add_filter( 'cancel_comment_reply_link', '', '', '' );