blue is 파랑 in Korean. But, 파랑 sounds like a male name. I recommend 푸름 or 맑음 for female name. 푸름 means "green" 맑음 means "clear,pure" If you still want blue. I recommend 청아. 청아(靑蛾) is sino-Korean. it can be mean "blue eyebrow". It also means "beautiful woman".

There is no very common one like 보라 for "blue", but there are several names suggestive of "blue". For example, 파랑, 파란, 파람, 푸른, and 푸름 (personally, I think 푸른 and 파란 sound the best). These names don't sound like they're gender-specific, but it seems there are more females with them than males. You can google them with the first name 김(김파랑, for example). Each of them returns some matched profiles.

There is no gender in Korean color. Blue is 파랑. That's it.