She's got light blue skin, but from the concept art it looked to be a bit warmer in the shadows. So I used a 50/50 mix of Reaper's Void Blue and Violet Light to start. Then I worked up to Snow Shadow and finally added in some Vampiric Skin (for an off white highlight). The hair is more of a standard blue, so I used Void Blue, shaded with Black, and then added Vampiric Shadow for the shine spots.
For the cloth I used a 50/50 mix of Dusky Skin and Basic Dirt (for that brown-grey off white) and just a touch of orange rust. Then Dusky Skin Highlight and Bronzed Skin (2:1) and finally Bronzed Highlight and Linen White (3:2).
The leather bits are Walnut Brown, Basic Dirt, and Khaki Highlight. While the boots are Walnut Brown, Basic Dirt, Driftwood Brown, and Vampiric Shadow to offset them a bit.
And, as a reminder, here's a look at the painted piece next to the bare conversion. I made plenty of mistakes during the conversion process since I'm still learning. Some I corrected then, others I'm attempting to correct as I paint (texturing sections like leather is a great way to hide issues with the underlying sculpt btw 😉)