Here’s my list of 25 two-word phrases beginning with the word BLUE, and in which the second word begins with each letter of the alphabet (except X):
Blue angels, blue book, blue chip, Blue Devils, blue earth, blue fish, blue grass, blue hair, blue ice, blue jeans, Blue Knob (in PA, I hadn’t heard of it, but I can’t think of a better answer for K), blue light, blue moon, blue Nile, blue ox, blue pencil, blue quartz (also a bit obscure), blue ribbon, blue screen, blue tooth, Blue Umbrella (another obscurity, a children’s book and movie), blue velvet, blue whale, blue yonder, and blue zones (places where people live exceptionally long lives).
I didn’t find any strong answers for X. Or K, Q, or U, really.