Correct, Gordon is blue. If he's not blue, then it's not Gordon. Hornby have produced several batches of Gordons. Most are coloured plastic. Most are of darker blues. Most recent Gordons from the past 10 years or so appear to be painted and are much lighter, particulary the current model (R9291).
They isn't a particular name for any of the colours you can get on a Hornby Gordon. The colour differnces are due to different batches and as I have already said, colour plasticing the body, or painting it. No particular colour is used. As long as he is blue, then that the most important thing!