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Hi Tasha, I don't believe there are any natural Blue Mollies, if any exist they are probably the dyed variety (an evil trade). maybe someone will come up with some more info. sorry I can't be more helpful.
I just bred a molly that has a blue hue to it. It is only about an inch long right now, but I plan on breeding it as my attempt for a blue molly. Will try to post pics later this evening.
If you still wanted something in the same ballpark as a Molly, you could look into a Blue Platy. They're almost the same shape but Platys are a bit smaller.