I was watching Emmys when I heard the phrase "go blue" from Darren Criss who won the award for the lead actor in a limited series. He said:
Congratulations to all of you. Thank you to the television academy. Go blue.
You can find his speech here and this phrase at 1:29.
I googled go blue and I found this:
This is in reference to a 'blue movie', a euphemistic term for a pornographic film.
going a bit blue then would mean that the programme/character in question is normally 'clean' but has begun to include more adult themes.
and this one:
to turn blue from being cold or not breathing
But I think none of them makes sense in this context. So what does "go blue" mean here?