There are many birds which are blue, but none of them have blue pigments [1]. It's a light-scattering effect.
[1] https://blog.education.nationalgeographic.org/2016/05/09/the...
[1] https://blog.education.nationalgeographic.org/2016/05/09/the...
When white light strikes a blue feather, the keratin pattern causes red and yellow wavelengths to cancel each other out, while blue wavelengths of light reinforce and amplify one another and reflect back to the beholder’s eye … [D]ifferent shapes and sizes of these air pockets and keratin make different shades of blue.”