The term "blue lady" may refer to many different things, including a ghost, a type of butterfly, or a particular strain of marijuana. However, if you're looking for synonyms specifically related to the ghostly connotation of the phrase, there are a few options. "Lady in blue" is a common variant, as is "lady in the blue dress." Other possibilities might include "blue apparition," "azure specter," or simply "ghostly maiden." Whatever your preference, there are many ways to describe the haunting figure known as the blue lady, each evocative in its own unique way.