Crossbreeding orange roses spawned from orange roses with purple roses spawned from purple roses lead to hybrid reds that are guaranteed to spawn blue. Try breeding them in an area where the villagers rarely set foot on, like the beach. Also, hybrid reds spawn any hybrid rose except gold. It's extremely rare to get blue. Be patient.
It took me about four months to get two blue roses. I started with red and white rose seeds from the shop, bred those for orange and purple, bred those for hybrid reds, and then watered and fertilized them with the gold watering can and gold shovel for months until the blue ones finally appeared, each one a few months apart.
Bottom line: I think patience is the key thing you need, once you set everything up correctly. Don't be discouraged if it takes a long time, I think that's normal.