The recipe I use makes for a very dark blue and is as follows:
Base coat of Dark Blue (MidNight blue or Necron Abyss - GW)
Black wash in the recesses
1st Highlight - 1x Dark blue + 2x Magic Blue (Vallejo)
2nd Highlight - 1x Magic Blue + 1/2x Ghostly Grey (GW) + Touch of Dark blue
3rd Highlight - 1x Magic Blue + 2x Ghostly Grey + 1/2x Dark blue
These are thin layers that are built up rather than just 3 highlights
And was used on the following (I need to paint some more of these at some point)
and
Hope that helps.