Actually I would of suggested either Andrea or Vallejo, but these are acrylics and require a different painting technique. On Andrea's web site their figures are provided with a link to paint colours. The blue they suggest is Prussian Blue while the red is just Basic Red.
I have found though the name of the blue dye Napoleon used for his soldiers - woad.
In the above comparison pic, the right hand holds indigo, while the other has the woad.
Still though, when you do an image search on this colour, you will get some variety. The woad dye wasn't colourfast, so it would fade. Uniforms were usually replaced yearly, but being elite troops that the grenadiers were, perhaps even more often? An interesting read here: http://www.miniatures.de/preussisch-blau.html
All being said, whatever variance you come up with, your preference of shade is up to you.
regards,
Jack