Dendrobiis lack the ability to synthetize blue pigments.
So far, the only TRUE blue orchid is a very primitive Australian genus, called Thelymitra.
However, some other more evoluted genera can produce a color very close to lavender-blue.
For instance, Herschelia graminifolia (from South Africa):
Or more widely known, Vanda coerulea (Himalayas and Thaïland):