I did some work for the Grucci Bros. of Long Island back in the 90's. They used to do the Macy's Fireworks show in NYC. They were showing me what they do, explaining the dangers, etc. They told me that making the shells which give off a blue color were the most dangerous to make. I thought that was interesting, but if you watch a fireworks show, you don't see many blue colors.
Essentially the copper compounds are what give you the blue, but it's a greenish sort of blue.