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I will quote this paragraph from the reference I add in this spotting as it is very informative on the blue color of the Steller's jays feathers: "Feathers are made of keratin, the same stuff your fingernails are made of. As a feather that will become blue grows, keratin molecules grow inside each cell, creating a pattern. When the cell dies, a structure of keratin interspersed with air pockets remains. As sunlight strikes one of these feathers, the keratin pattern causes red and yellow wavelengths to cancel each other out. The blue wavelengths reflect back, giving the feather its color. Different shapes and sizes of air pockets and keratin make different shades of blue. This is what scientists call a structural color (as opposed to pigmented color.)"
Yosemite NP, CA.