Blue ultramarine was originally made by grinding lapis lazuli to a powder. This is a semi precious stone!
To provide a safer and more consistent product for use in cosmetics and soap this is now synthetically products using kaolin clay, sodium carbonate and sulphur. They are mixed and heated through a kiln to get the traditional blue shade. This is then treated to remove impurities.
When used in cold process soap this colourant may release an unpleasant aroma similar to that of rotten eggs due to being created with sulphur and having a pH over 6. This will dissipate as it cures and be completely gone by the time it is ready to use.

If used as a powdered soap colourant it is recommended you mix with oil, glycerine or pre-traced soap and get to a smooth consistency prior to use
Not recommended in bath bombs.
Can also be used in makeup (not recommended for eyes in all countries).
Best used in products with a pH below 7

Blue: CI Name - Pigment Blue 29
CI# 77007
INCI - Ultramarines