What would happen if role blocker blocks role blocker blocking first Role blocker

Roles that can role block (Direwolf, Courtesan) are immune to being role-blocked; as such, both "blocks" would go ahead and both players would receive a message informing them that they were blocked but would be otherwise unaffected.

Source, h2p:

Courtesan:

If the Courtesan is blocked by another role-blocker, they will receive the normal "You were role-blocked last night" message, but the block will have no effect.

Direwolf:

If the Direwolf is blocked by another role-blocker, they will receive the normal "You were role-blocked last night" message, but the block will have no effect.