If all the above wet options don't help you can try some dry options I've learned about for rescuing vintage paper and fabric items I collect. These methods take time though, a lot of time, but have always worked.
You'll need a garbage bag large enough that the blanket can fit in it with plenty of room left over, it needs to be free from holes or snags as it must be airtight.
You can then put one of three different things in the bag with it to work on the odor.
1. Baking soda. Depending on the size of the blanket you may want to put a couple boxes worth in the bag, just dump it directly in with the blanket and shake everything up. Close the bag tightly with a rubber band and make sure no air can get out/in.
Check it after a week, take everything outside to avoid a mess inside, remove the blanket and shake it free of powder and check to see if the smell is still there. After just a week it probably won't be completely gone, but (if it's working) you'll definitely notice that it has dissipated. If you think so, put it back in the bag, you can either keep the old baking soda in there and just add some more fresh to top it off, or dump it all out and put fresh in, shake and seal again. I usually give the next round twice as long. Once you feel like the smell is gone just wash normally.
2.
Newspaper. This one is tricky if you have a light colored blanket, because of potential ink transfer. But the idea is basically the same, you start with the item in a large garbage bag and stuff the open areas with crumpled newspaper, seal it up and let it sit for several weeks. The paper absorbs the odor the way the baking soda does in the other method. You can change the paper every time you check the progress to make it more effective.
3.
Ozium Odor Eliminator Gel -
you want the tabletop cup not the room spray LINK . Same principle again. The blanket goes in an airtight bag or container and you open one or two of these gel containers and place inside with it. I like to create an air bubble in the bag when using these before sealing up to create more space for it to work inside. As before check in intervals, but keep using the same cups every time, no need to replace until they dry up.