Actually, the phrase "working blue" goes back to Vaudeville, and has nothing to do with blue lighting. It referenced performing material that was prohibited by "Blue Laws", which were laws passed in various municipalities to enforce moral standards of the day. Originally, they were passed to prevent people from doing business on days when religious services were performed (Sunday for Christians; Saturday for Jews). They also controlled the sale and distribution of alcoholic beverages and placed restrictions on performers who used material that was considered obscene or inappropriate for God-fearing people to see. The phrase comes from the belief (now known to be false), that such laws, crafted by Puritan church leaders, were written on blue paper to distinguish them from the regular laws passed by the regular lawmakers. Prohibition was an attempt at a national Blue Law, and the widespread usage of Blue Laws gave us "weekends", as well as the terms "blue movies" (porn films), and "blue-noses" (Puritians who stuck said noses into other people's business). The city of Boston was known for having some of the toughest Blue Laws in the nation, and the phrase "Banned in Boston" was often used ironically to describe any material that might have difficulty getting approval in any locale where Blue Laws were in effect.
About the only place the phrase "working blue" is still in wide-spread usage, is in the fields of comedy writing and stand-up comedy. A comic who "works blue" is one who uses a lot of obscenities in his routines (which these days is most of them).