Blue is rare as a stable pigment in nature, and the history of the colour is largely the history of the expense of obtaining it.
Ultramarine was ground from lapis lazuli, and until the nineteenth century essentially all of it came from the mines of Badakhshan in what is now Afghanistan. It reached European workshops after a journey of thousands of miles and was priced by weight against gold, which is why medieval and Renaissance contracts specify how much ultramarine a painter is to use and reserve it for the Virgin's mantle. The alternative mineral blue, azurite, was cheaper, commoner and greener, and it degrades toward green over time.
Egypt solved the problem earlier than anyone. Egyptian blue, a calcium copper silicate made by firing sand, lime and a copper compound together, is the earliest known synthetic pigment, in use from the third millennium BCE, and its manufacture was subsequently lost. In Mesoamerica, Maya blue was made by binding indigo dye into palygorskite clay, producing a blue of extraordinary durability that survives on murals exposed to tropical weather for a millennium.
For cloth the sources were woad in Europe and indigo from India and elsewhere, chemically the same dye from different plants and the subject of long commercial conflict.
Synthetic ultramarine, produced from the 1820s, collapsed the price of the most expensive colour in the palette within a generation. Every claim about blue as the colour of the sacred and the royal was formed before that happened.