Someone told me in the name of a Talmid Chacham that Makkas Dam was not just in Mitzrayim, but was throughout the whole world, similar to the water splitting everywhere in the world. However, I looked throughout many Midrashim and commentators on the pesukim and couldn't find anything. Is there a source for such an idea? (It is interesting to note that Mitzrayim didn't go to other neighboring nations for water rather than buy it for exorbitant prices from their former slaves)
I did some thorough research and I wasn't able to find a single person who claims that Makkas Dam took place around the world as well as in Mitzrayim.
As to your insight on the fact that the Egyptians didn't go to neighboring cities for water, rather they bought them from their previous Jewish slaves, is assuming one of the many approaches found in the Medrash(1), yet there are other approaches that held that they the Egyptians drank mayim meluchim - salty water(2), or that that they manually dug wells around the Nile and found regular water there(3).
Even according to the opinion that they purchased the water from their previous Jewish slaves, it doesn't necessitate the fact that it was a result of the neighboring cities being stricken with Makkas Dam as well, for there are other approaches who held that that the Egyptians drank other forms of liquid such as wine during this Makka(4), or that the water turned into blood for a short duration and then turned back into water(the Egyptians couldn't drink it because when the water turned into blood the fish died and contaminated the water.) (5).
I gained the vast majority of my knowledge on this subject from an incredible article written by Boaz Spiegel of Bar Ilan University who discussed this topic in immense depth.