Blue or azure coloration signals celestial origin

Hō-ō

The Hō-ō is often depicted with a vibrant plumage of red, gold, and azure, symbolizing the elements of fire, earth, and sky.

Blue Men of the Minch

entirely blue-skinned

Asena

Asena's blue coloration is significant, often associated with the eternal sky in Turkic shamanic traditions.

Ryujin

Accounts describe his claws, horns, scales, and tongue as a striking deep blue, and hold that no human could look upon him in his full dragon majesty and survive the encounter, though he is also credited with the ability to take human form, in which guise he is said to have fathered children with human women.