Friendly neutrals: “They can be moved into (but not through) as a noncombat move by land units of a power that is at war.” (AA40.2, rule book, p. 10)
Combat move, Blitzing: “A tank can “blitz” by moving through an unoccupied hostile territory as the first part of a move that can end in a friendly or hostile territory.(…) The complete move must occur during the combat move phase.” (AA40.2, rule book, p.15)
A tank which is blitzing moves in the combat movement phase. Blitzing does not allow to end the second move of the combat movement in a friendly neutral territory. Friendly neutral teritorries can only be moved into in the noncombat movement phase. It would be possible to end the second move of a blitzing manouver in an unfriendly neutral territory.