Blue is an uptight, snooty, rather prissy etiquette coach. She prides herself in being very well-mannered and ladylike, but make no mistake -- despite her love for traditional femininity, she is NOT a doormat or even really submissive at all. Blue is the type of person to stand up for whatever she believes in, stick up for herself and people who need it, and generally be assertive when the situation calls for it, all whilst being a "proper lady". Aside from her assertive attitude, Blue is also very patient and kind, which ties into her profession: she's an etiquette coach! She thinks the world would function a lot smoother if people had good manners, so she figures she simply should teach her own good manners to others.
Blue was born into a noble. rich family. All of her family members are influential people, and consider status to be one of the most important things in life. Blue had always felt a bit stifled by this, but at the same time, it's all she's ever known. It didn't entirely make her sad, but she just felt like while she was being held back. At her private school, she was bullied by her peers due to her attitude -- her family taught her that she should not fight back and ignore the harsh words of her bullies. Blue found this to be very unhelpful, so she decided to take matters in her own hands: she defended herself. She wouldn't get physical, but she would shut her bullies down verbally. This actually worked, so Blue decided that she should simply just defend herself in her own still-proper, ladylike way.
Reflecting on her past with bullies, Blue decided that people simply are just... uncouth. People are rude at worst, and innocently impolite at best. Thus, Blue decided she should share her politeness with the world, by teaching them. She opened up an etiquette school with some of her close, beloved cousins, and began teaching people all there is to know about proper etiquette. This has been very successful for Blue, which makes her feel proud of herself.
Blue is a "friend" of Lolly's... though their friendship is just a teeny bit difficult. The two genuinely do care for each other, but they tend to butt heads over a lot of things. Being an etiquette coach, Blue really has a strong distaste for Lolly's silliness, but she does care for Lolly, so she puts up with it. Lolly, on the other hand, thinks Blue is very stuffy... but as Blue does for her, Lolly also cares a lot about Blue, so she puts up with the stuffiness. At the end of the day, the two women are great friends and really do care for each other.