I know that blue food colouring is E133, I know that it's relatively stable. I know of it as an Azo dye (my son was allergic to food colourings as a child, I learned very quickly what was known about them back then), and the azo dyes are used to dye materials that are cellulose rich, like rayon, but also wool.
I googled trying to find more about the colour fastness, but only found more science
and a simpler article on wikipedia.
en.wikipedia.org
I know when I use food colouring in cake decoration that I have to be careful because it will wick if left with any moisture, but then it's in sugar, sometimes with glycerine. It's also an issue with soap dyes at times.
It's good to hear what you have managed with it

be interesting to hear how it lasts, etc., too.
M