I've seen that color change before in LEDs. It may be slightly overloaded. Overheating can change the color of the LED. I've had green LEDs turn dark orange before going out. You're probably at the threshold of the LED, where it's hard on it, but not enough to immediately fry it.
You could try adding another small value resistor before the LED. Search Google for "LED Resistor Calculator", there's tons of them out there that make selecting a resistor value very easy for any type of LED and power source.
At the worst, you blow up an LED. They're somewhat pricy from Radio Shack, but I've been able to get packs of $100 high-intensity LEDs from china for around $5-10 including shipping costs if you need more.
EDIT: Just found info confirming that LED shifting to blue may be overheating
"Different color LEDs are made from different materials with different structures. Different materials react differently to excess heating: typically yellow and red LEDs degrade more quickly than green or blue. So an overheated white LED created from individual red, green, and blue LEDs will put out less red light, making the white appear bluer. "