Different named variants of the same colour can be kept in the same tank. Their offspring will be the same colour. But any differences will be blended together. For example, keeping a pale blue variety with a dark blue variety will result in some pale blue offspring, some dark blue offspring and some medium blue offspring. And solid blue kept with stripey blue will produce some solid, some stripey and some with faint stripes.
If you don't mind this blending, then you can keep different blue ones together, but if you want to keep them 'pure' keep only one variety.
I've only had cherry shrimps (red ones) and amano shrimps. Blue dream and blue velvet are both blue cherry shrimps. Royal blue are tiger shrimps, but I've never kept that species. You need to research the needs of the two species to see if they can be kept together (eg do they need the same hardness, temperature etc). If they can, royal blue cannot interbreed with velvet or dream as they are in different genuses.