What bird has a peacock blue head grey body with pale orange patch on its throat black wings with white stripes and is a little smaller than a sparrow but bigger than a nuthatch?

The bird you are describing is likely the male Eastern Bluebird. It features a vibrant blue head, a greyish body, and a distinctive orange patch on its throat. Its black wings with white stripes add to its striking appearance, and its size is indeed between that of a sparrow and a nuthatch. Eastern Bluebirds are commonly found in open woodlands and fields across North America.