"music form featuring flatted thirds and sevenths," possibly c. 1895 (though officially 1912, in W.C. Handy's "Memphis Blues"). Blue note "minor interval where a major would be expected" is attested from 1919, and at first was suspected as a source of the term.
I am under the impression that these terms [blue note, blue chord] were contemporary with, if they did not precede and foreshadow, the period of our innumerable musical 'Blues.' What the uninitiated tried to define by that homely appellation was, perhaps, an indistinct association of the minor mode and dyspeptic intonation with poor digestion; in reality, it is the advent in popular music of something which the textbooks call ambiguous chords, altered notes, extraneous modulation, and deceptive cadence. [Carl Engel, "Jazz: A Musical Discussion," The Atlantic Monthly, August 1922]
"sky-colored, sky-blue," 1660s, with -an + Latin caeruleus "blue, dark blue, blue-green," perhaps from a dissimilation of caelulum, diminutive of caelum "heaven, sky," which is of uncertain origin (see celestial). The Latin word was applied by Roman authors to the sky, the Mediterranean, and occasionally to leaves or fields. The older adjective in English was ceruleous (1570s). As a noun, from 1756. The artist's cerulean blue is from 1885.
"greenish-blue color," 1889, short for cyan blue (1879), from Greek kyanos "dark blue, dark blue enamel, lapis lazuli," probably a non-Indo-European word, but perhaps akin to, or from, Hittite *kuwanna(n)- "copper blue."
Replaced Middle English ynde (late 13c., from Old French inde "indigo; blue, violet" (13c.), from Latin indicum). Earlier name in Mediterranean languages was annil, anil (see aniline). As "the color of indigo" from 1620s. As the name of the violet-blue color of the spectrum, 1704 (Newton).
1550s (n.), "native or inhabitant of Prussia;" 1560s (adj.), "of or pertaining to Prussia;" from Prussia + -an. In reference to the language of the earlier inhabitants of (East) Prussia, which was closely related to Lithuanian, by 1888. It was spoken between the lower Vistula and the Niemen and was extinct by the end of 17c. Prussian blue pigment (1724) came to English from French bleu de Prusse, so called for being discovered in Berlin, the Prussian capital.
All in all, it seems that Prussian blue was synthesised for the first time around 1706 by the Swiss immigrant Johann Jacob Diesbach in Berlin. [Jens Bartoll and Bärbel Jackisch, "Prussian Blue: A Chronology of the Early Years," in Zeitschrift für Kunsttechnologie und Konservierung 24, No. 1, 2010]
Early German sources refer to it as Preußisches Ultra-Marin and berliner blau. Prussic acid (1790), is from French acide prussique, so called in reference to Prussian blue pigment, to which it is chemically related.