This is called "cyanosis" (recognize 'cyan'?) but it's actually a dark blue, caused by anoxia or hypoxia.
In anemia, lips can appear a light bluish, but that's just from a lack of contrasting redness.
Yes, I remember clearly the nurse rushing towards me clutching an oxygen mask, saying "Sit down, you're cyanotic" so yes, I knew that was what it was called. At that point, I probably wasn't in any fit state to particularly notice whether my lips were light blue or dark blue - the fact that they were blue at all was more what was worrying me!