Blue skin need not be the product of pigment; it often is the effect of blood showing through, possibly as modified by the skin proteins and melanins. The blue of eyes and the wattles of turkeys are caused by special arrangements of protein molecules, also not pigments. (Not that you said anything in contradiction; I just am emphasising how this supports the idea that proteins could produce bluish effects without there being any actually blue pigment.)

Ecstatist, the blue faces and scrota are definite examples of physical coloration caused by organisation of proteins, much as you might find in the iris of blue eyes or the wattles of turkeys. No blue substance is involved. Mash up the tissue finely enough and the blue vanishes, much as when you finely grind a blue feather.  Such blue differs from say, Iris blue in flowers or plum blue in fruit, which is the colour of the chemical compound involved (and incidentally contains no metal). 

Incidentally, it is hard to think of much use of metal pigments in nature, except where the presence of the metal is of physiological importance and the colour is incidental, such as in blood, whether red in vertebrates, (the faint bluish tinge of haemocyanin in arthropod blood has no pigmentary effect that I can think of).