The "blue" line on neons, (Paracheirodon innesi), is not a pigment. It is produced by iridophore cells that contain layered guanine crystals which reflect and refract light of certain colours, (wavelengths). There is, thus, considerable scope for variation in the colour.
That said there is another species, Paracheirodon simulans commonly called a "Green Neon" which is greenish rather then blue, but is obviously a different species when seen side by side. The red stripe is much fainter, or totally missing.
If these are new fish, then a bit of chasing around is common as they establish their hierachy. It rarely causes any damage if the group is large enough, say 6 or more fish. As always, you should watch it though.