The firework chemical copper benzoate is a great blue firework star coloring agent. Only problem is that copper benzoate is not produced commercially in the US. Consequently pyros who want to use it have had to manufacture it themselves. We have found a guy who produces a little of it and managed to snag a few pounds. It's probably a lot less hassle to buy a pound or two of copper benzoate than to mess with making it yourself, if all you need is a little bit or if you just want to experiment with it.
Here are a couple of copper benzoate color firework star formulas from Best of AFN II, from the articles "A New Blue" and "New Electric Purple". See the articles for in-depth discussions. All parts are by weight.
Bind with 1% nitrocellulose and make pumped or cut firework stars