I heard about the blue ceilings as a kid from a great aunt who lived in Mississippi as a child-I have no idea if it is true or not, but it does make sense in a world before insect spray...
The whole blue thing may have come from African Americans, especially the Gullah. They called it ‘haint blue’, and often also painted their doors that color, to keep bad spirits away.
Maybe distracting bugs was an extra benefit?
https://en.wikipedia.org/wiki/Haint_blue