You didn't say what you are using to make it blue, but that could be a factor. Some materials can slow down the cure (e.g. metal powders). Using pigments sold by US Composites, I haven't noticed blue to be particularly slow. Black is slower for me, but we are talking about minutes, not days.
You also didn't say how much MEKP you used or how much "blue" whatever you used. If you use a lot of coloring agent, you might need to increase the MEKP. US Composites recommends 1% MEKP on their can label, which works out to about 5 drops per OZ. US Composites mixing instructions recommend 10 drops per OZ. Colored Gel Coast (pigmented PR) are recommended at up to 20 drops per OZ.
It's too late to add more MEKP to your blue. Applying heat may get it to cure.
Ed