I have seen periwinkle to hydrangea blues used on doors in Italy (especially in Murano and Burano) and (via photos) Greece; a kind of visual "avert!" to bad luck. All of the outside doors and window boxes on our house were within that range of blues- simply because it made my heart sing.

I don't know of any Celtic/British connection. Are you thinking of a tie-in with woad?

maeve