I am new to the Lily family, but I have never seen blue or lavender purple lilies are there any out there, if not why do they not come in these colors?
There's a lavender Orienpet lily - "Purple Prince". To my eye, I'd tend to call it a darker pink though. There are a few Asiatic lilies in purple. Easily found with a Google search.
You'd get a much much wider color range of purples and lavenders with Hemerocallis (daylilies) than from the Liliums.
Blue - you might have to look into iris - Siberians or tall bearded are readily available.
I have Purple Prince. The photos online make it look much more purple than it really is. I'd call it a washed out lavendar pink.