This is a really good question. And an interesting one too. I do think Blue lies (but then, I don’t trust Blue, so maybe I’m just biased. Come to think of it, where IS Blue anyway? She seems to be very selective in who/when she decides to help out).
Buuut, on the other hand, there doesn’t seem much reason for her to lie about this (unless it’s all part of a larger setup where she tried to get Baelfire to leave the Enchanted Forest in order to get rid of the Dark one and allright, allright, I’ll stop being paranoid now!)
Most likely the curse really did come from outside of the EF. The vault might be there, but that doesn’t mean that whoever or whatever created it, came from there too. The whole introduction of the vault has raised my hopes that the writers are planning to go into the origins of the Dark One (if not this season, then perhaps in season 4).
That’s bound to be interesting!
Maybe the inhabitants of the Enchanted Forest (the fairies? Blue?) locked up some sort of otherworldly evil there, a long time ago, which became the source of the dark one. (I know, I’m just reaching here).