Preheat the oven to 350 degrees F. Grease or line with parchment paper a 9x5 inch bread pan (or a 8.5x4.5 inch).
To make the blueberry compote, add the blueberries, water and sugar to a medium saucepan. Turn heat to medium heat and bring to gentle boil. Reduce heat to medium low and let the compote simmer for 10 minutes, stirring frequently. Remove from heat and let the compote fully cool.
To make the lemon batter, combine the flour, salt, baking powder, and baking soda together in a medium bowl. Whisk together and set aside.
In a separate mixing bowl, add the sugar and lemon zest. Using your hands, rub the lemon zest into the sugar to release the oils in the zest for about 1 minute. This will help create a bolder and more intense lemon flavor. Add the eggs to the lemon sugar and beat together with an electric hand mixer for about 45 seconds. Add in the vanilla extract, Greek yogurt, milk, oil and lemon juice. Mix together until fully combined.
Pour the flour mixture into the wet mixture. Stir until just combined. Be careful not to overmix.
Add half of the lemon batter into the bread pan. Using a spoon, dollop half of the cooled blueberry compote over the batter in the pan. Add the remaining lemon batter and then the remaining blueberry compote. Using a knife or toothpick, gently swirl the blueberry compote into the lemon batter.
Bake the lemon blueberry loaf for 45-55 minutes, or until the batter has fully set. Remove from the oven and let cool before enjoying.