I would say you could use the Wilton Delphinium Blue. The Wilton website makes the color swatch look like lavendar, but the bear I did below was used with this color.
cute bear! I ditto the delphinium blue suggestion.
Delphinium or cornflower. You might have to add the tiniest bit of leaf green if it still looks too blue once you get it dark enough.
I agree...I am seeing a bit of green in that blue. Also, what about adding a dot of black to it becase there seems to be some underlying black. But I am clearly a dufus when it comes to color so I may very well be off. 
It might be that the yellow circle around it is making it look more green.
If the others are not bright enough, maybe try the royal blue with a tiny bit of leaf green. (not too much, you don't want teal).
If you are just making it now, walk away from it for about 1/2 hour and when you go back, you will see that it is much darker.
I did royal blue once and wanted it really dark. I kept adding color until I got it JUST right. When I came back to it in 1/2 hour, it was almost navy blue it got so dark.
You will get it right, keep trying.
have you tried mixing the delphinium with icing and letting it set for a while to see the 'true" color?
I would use sky blue with a little bit of royal.
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