When I visited Iceland, I went to Blue Lagoon first and purchased the two way transfer when I was purchasing BL ticket. But yeah, Flybus offers to and from KEF airport:
https://www.re.is/flybus/ Buses in Reykjavik drops you at the nearest bus stop and you gotta walk to your hotel. They have a rule about bus not being able to stop in front of hotels for drop off/pick up.