This is just my way of handling blue with a blond character. I hope this helps.
Incase it's too fast:
Step 1: Base color
Step 2: Air brush a warm but darker color (brush opacity about 35%)
Step 3: Pick a darker shade closer to grey
Step 4: Add a cool blue shadow (close to grey)
Step 5: Even out the cool colors with warm highlights. I used a warm neon blue as backlight or reflective light.