Usually warm water and a mild soap should be sufficient. Peroxide actually dissolves the blood. Peroxide is also a bleach and may discolor the leather. The peroxide cleaning will probably still leave a light pink discoloration. This will restore the moisture and suppleness that was removed from the leather by the peroxide and saddle soap treatments.
Neatsfoot oil is available at hardware stores and most leather shops.
It may cause serious damage. You may want to repeat the procedure. I've also heard saddle soap is good for cleaning suede floggers, however, I'm unsure how good of a sterilizer it is.