Not sure about blue on the females, but the circles that look like the mating dance can also be aggression between two males. Usually it goes faster when it is aggression and slower when it is spawning.
Males do it too. I bought 2 venustus juvies early last year. They are both about 6" now and neither has blue or yellow. Earlier this week I picked up a male from the LFS, about 4.5" and he has blue in his face and yellow on his shoulders already. I'm about 98% females don't show any color blue or yellow.