Did a quick search, and this is a quote of Ed's that someone else also quoted, which I am now re-quoting.
QUOTED.Originally Posted by Ed View Post
Paprika works well for yellows and the hues dependent on yellows as it contains beta carotene which is yellowish (you can accomplish the same thing using spirulina or carrots, or yams..). The ability of the red carotenoids in paprika to color up reds is very limited as these carotenoids are polar carotenoids and polar carotenoids are very poorly absorbed in the digestive tract. This is why paprika's use for reds and oranges is much more limited.
Astaxanthin isn't a polar carotenoid which is one of the reasons why it shows a much better intensification of reds and hues dependent on reds.
Blues cannot be intensified through dietary manipulation as blue is not due to carotenoids, pterins or other pigments stored in the skin but instead is due to absorbtion of the other hues and reflection of blue lights from the iridiopores.
There is a really good explination in Amphibian Biology, The Integument by Heatwold.