I'm about to bury you in questions:
What sort of medium blue are you looking for? Royal, turquoise, slate? Should it be greyer, greener, or pure blue?
Are you looking for a muted or sheer color, or do you want something more saturated and flashy?
What sort of finish do you want? Matte, shimmery, sparkly, satiny?
I can say you could start with Stila or Urban Decay, since they both have a lot of single shadows and I've used both and been satisfied. I know the Sephora brand has a lot of colors as well, but I don't know how good they are, since I only had one Sephora branded eyeshadow and that was 10 years ago.
If you're looking for duochrome, there's a very pretty Kat Von D Shade Shifter shadow in the color Stockholm which might fit the bill. I haven't used her products, but I do hear good things about the brand, and it's currently selling for $7, which is pretty inexpensive for something to try out.