I've received ghost shrimp on occasion that have a fairly strong blue tinge to them, but this tends to fade back to clear after a few months. I've also heard of a lot of wild caught dwarf shrimp that are naturally blue. Most people seem to agree that this is likely something from their diet in the wild.
A few months ago, I added a dozen or so young red cherries to a 37 Gallon tank I had. This tank was occupied by a pair of Galaxy Rasboras (Celestial Pearl Danios), a couple of Amanos, a few Ghost shrimp, and some snails.
I've recently noticed that some of the cherries in there have developed some blue in addition to their regular patterns.
The blue coloration seems independent of their red pigment and is strongest at the bottom edges of their abdomen.
I do not regularly add food to the tank, the galaxy rasboras are always plump and healthy; I expect they do well off copepods, algae, and the amano and ghost shrimp larvae. I break up a single flake for them every week or so for a touch of variety.
This tank is sitting in front of a window and gets direct sunlight for several hours a day. There is a football sized clump of Java moss in there, a windelov fern, a piece of driftwood, and some pennywort.
I don't know if it's their current diet, or something else in their environment that is causing them to turn blue, but I find it pretty interesting
