They are twenty-five minutes apart on a four-lane highway and they are not interchangeable.
Blue Ridge has the scenic railway, the depot, a denser and more polished Main Street, more restaurants aimed at visitors, and the lake. It is the busier of the two and the more expensive.
Ellijay has the apples, the courthouse square, cheaper lunch, more antiques, and a working-town feel. It also has East Ellijay next door, which is where the practical shopping is.
Both sit on GA-515, so moving between them is easy and neither is a detour from the other.
If you are staying in a cabin near Blue Ridge, the sensible pattern is to treat Ellijay as a half-day: drive down mid-morning, do an orchard and the square, eat, and be back before dark. In October reverse it and go early.
If you are staying near Ellijay, everything above applies in the other direction, and the railway is the thing worth driving up for.