Is there a way to save the blue lights / dance sensation on my hue bridge so I can use it with a schedule?

You cannot start the entertainment programs from the bridge as they play from the phone.

What you can do instead, is create an effect using the Effect Creator so it flashes like the police lights. It will be a bit slower, but at least you can use it in the schedules.

See also: Police lights to activate when a socket turned on