I am looking for the particular word (if it exists in English) for the ghastly blue colour of a dead person...
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Pathological blue coloration of the skin is known as cyanosis:
A particularly notorious manifestation of this symptom occurred during the pan-global influenza epidemic of 1918-1919, and was termed heliotrope cyanosis because of the resemblance to the colour of the heliotrope flower, particularly in the faces of sufferers from the disease (a result of the deterioration of their lungs).
Livid or lividity is the correct term.
I can assure you that the recently dead are indeed blue. Rather, it depends upon the position, in situ at time of death and in the hours shortly after. Blood pools when there is no heartbeat. Where it pools, there is dark blue discoloration, visible very clearly.
See "postmortem lividity" or "cadaveric lividity" 
Also, see "lividity" 
It is different than the color of bruising. When there is bruising, the discoloration is mottled. It may be more deeply discolored, almost black-purple, but it isn't as sad or disturbing, as it indicates that there is still a heartbeat, and life.
Pallor may suggest the idea:
Source:Collins English Dictionary
The other answers are good, but I think you have a better likelihood of being understood if you use the word ashen instead:
Example sentences: The ashen body laid lifeless on the floor. Or His face turned ashen as his vitality waned. Or The Borg appear ashen and even deathly.1
In my experience, dead bodies do not typically look bluish, but that is more a matter of opinion than fact. Certainly, suffocated persons look bluish, but otherwise, I find they do not. They look pale or grayish even.
I would readily describe the look of a very ill person as ashen, and that same look carries into death as well.
Livid was once the common adjective (Google or Google-book livid corpse), and lividity the noun. My impression is that livid is now used colloquially only in the recent transferred sense of angry (from livid with rage), but it should be acceptable in a formal register.