I would try using a royal blue colour and add just a touch of black...see how that works?
I use Royal blue with a tiny bit of purple and a tiny bit of black.
I mix sky blue with violet and then add a bit of black fondant. You can see the color on the soldier cake in my photos. It takes a bit of work but you can adjust the color. Good luck.
my hobby lobby sells americolor's "navy blue"...you'll have to add a lot of it! if you can't get that, start with royal blue and get it as strong and dark as you can. then add violet, not black! add violet a little at a time. you'll get to navy