It's usually due to low humidity. Next time you see her going "blue", put a humid hide in with her. That's just a plastic tub (like a sandwich box or something), with the lid on it and a hole big enough for her to crawl into. Half fill it with damp moss, damp vermiculite or even damp paper towel.
She can then spend time in there making sure that her old skin is in the right condition to shed in one piece. If it dries out, then you tend to get the patchy sheds.
I'm sure there are other potential causes, But I'd say lack of humidity is the most likely culprit.